Andrew Davidson & Co to Publish Monthly Strategy-based Research Papers on Emerging Mortgage Market and Regulatory Trends

New York City - 26 October 2010

Andrew Davidson & Co. Inc. (AD&Co) is pleased to announce Strategy Corner, a monthly research publication offering insight and strategies to better manage risk and take advantage of emerging mortgage market and regulatory trends. The articles will be authored by AD&Co’s credit and market analysts who are directly involved in helping to manage the problems and challenges in the mortgage industry. Strategy Corner will be available as a new section within AD&Co’s monthly newsletter, the Pipeline, which is already distributed free of charge to all AD&Co clients.

Strategy Corner will help fill the current void in big-picture mortgage research produced by the dealer community. Analysts at AD&Co have extensive experience in research, trading, quantitative methods, and risk management. With the addition of Strategy Corner, AD&Co extends its regularly published research efforts from model-related insights to monthly commentary that analyzes longer-term phenomenon impacting fundamental investment strategies. As appropriate, AD&Co will host webinars to discuss selected papers in greater depth with extensive Q&A sessions to encourage feedback and solicit the exchange of ideas.

The first webinar is scheduled for Tuesday, November 9th, 2010 from 1:00pm-2:00pm and will address AD&Co’s recent Strategy Corner, Eliminating The Reliance on Ratings for Bank RBC: Alternatives and Non-Agency MBS Examples from Practice. The discussion will include an examination of concentration ratios, the Basel II supervisory formula for securitization exposures, as well as AD&Co’s recommended multi-scenario cash flow generation-based expected shortfall approach.

Some of the Strategy Corner articles that have already been published in the Pipeline include:

• Quantitative Measures of Risk and Ratings: Evaluating SEMT 2010-H1 Versus Prime and Benchmark Pools
• Using Scenario Analysis in Uncertain Times
• Beware the Bear Flattener
• Analyzing the Impact of Principal Forgiveness Mods
• Origination Risk in the Mortgage Securitization Process: An Analysis of Alternate Policies
• The Composition of the Mortgage Finance Market and the Consequences for Reform
• Alternatives to the Use of Ratings in RBC Guidelines: Upcoming ANPR Response

Become a bobsguide member to access the following

1. Unrestricted access to bobsguide
2. Send a proposal request
3. Insights delivered daily to your inbox
4. Career development