AD&Co's Credit Loss Snapshot provides a cost-effective and concise solution to firms that need to estimate the present value of expected cash flows and credit loss on their MBS holdings. The Snapshot harnesses the power of the LoanDynamicsâ¢ Model, AD&Co's market leading credit model, to forecast losses under a base case home price scenario. This is a CUSIP based service that provides a series of analytical and descriptive deliverables at both the collateral and bond level.
Rick Ellson, Director of AD&Co's Valuation services remarks, "The Credit Snapshot reflects the growing demand within the RMBS community for a cost-effective outsourced solution that contains the important components of the required credit disclosures."
Over the last 12 months, AD&Co has become one of the leading providers of independent valuations of credit sensitive residential mortgage backed securities to the financial community. With over 2000 different CUSIPs with a principal balance over $50 Billion analyzed, AD&Co's valuation service has the experience, notoriety and technical expertise to provide investors with results that will be readily accepted by the regulatory and auditing community.