dv01 Integrating AD&Co LoanDynamics Model for Mortgage Datasets

12 May 2020

[Watch] dv01 Deep Dives: Running MBS Cashflows with the AD&Co LoanDynamics Model


We are pleased to announce a collaboration with Andrew Davidson & Co., Inc. (“AD&Co”), the leading provider of risk analytics and consulting for residential loans and MBS. Through this partnership, MBS investors can leverage AD&Co’s mortgage credit model to forecast prepayment, delinquency, default, and loss severity for Non-QM and Prime Jumbo mortgage securitizations available on the dv01 platform. This will be available for CRT in the coming weeks.

AD&Co’s time-tested LoanDynamics Model (“LDM”) is the industry’s gold standard to help investors understand and manage credit risk with greater precision. As the COVID-19 crisis continues to impact market conditions and consumer repayment behaviors, investors need access to world-class credit risk analytics to make safer data-driven decisions. dv01 users can leverage AD&Co’s LDM within the Cashflow tab of the dv01 web app. You can find more information here.

This partnership is yet another example of how dv01 is bringing unparalleled transparency and intelligence into the mortgage market. As we continue to expand our footprint into the industry through third-party integrations, benchmark datasets, and a comprehensive MBS data library, we will ensure the capital markets have best-in-class tools to convert disparate data into actionable insights.

About dv01
dv01 is bringing unparalleled transparency and intelligence to every securitization for every investor. As the world’s first end-to-end data management, reporting and analytics platform for loan-level consumer lending data, dv01 is empowering the capital markets to make safer data-driven decisions. To date, dv01 has provided securitization reporting and analytics on $100B+ across consumer unsecured, mortgage, small business, and student loan transactions. Learn more at

About Andrew Davidson & Co., Inc.
Andrew Davidson & Co., Inc. (“AD&Co”) was founded in 1992 by Andy Davidson, an international leader in the development of financial research and analytics, mortgage-backed securities product development, valuation and hedging, housing policy and GSE reform and credit-risk transfer transactions. Since its inception, the company has provided institutional fixed-income investors and risk managers with high quality models, applications, consulting services, research and thought leadership, aimed at yielding advanced, quantitative solutions to asset management issues. AD&Co's clients include some of the world's largest and most successful financial institutions and investment managers. For more information, visit


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