Continuing its innovation in prepayment models for a variety of asset classes, Andrew Davidson & Co. has developed a model to determine prepayments for adjustable-rate home-equity loans.

ARMs are becoming a hot sector in the market, and the company decided to pursue constructing a model that would be of particular interest to issuers and investors. The new model sets itself apart from other prepayment models by obtaining data from a variety of issuers, rather than just one.

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