ADCo MBS/CMO Modeling

Overview

Development stage

DeployedSource: c) Deployed – The use case is being actively authorized or utilized to support the functions or mission of an agency.

High-impact designation

High-impactSource: a) High-impact

Impact justification

Not reported

Start date

2020 (year precision)

Withheld from public reporting

NoSource: a) No

Mission

Topic area

Procurement and Financial Management

Operational functions

No function tag matched Derived by keyword rules; see methodology

Problem the AI is intended to solve

Provides inputs for MBS and CMO performance under stress scenarios

Expected benefits

Enhances accuracy of financial risk assessments

System outputs

Projected cash flows and performance metrics

Technology

AI classification

Classical / predictive MLSource: Classical/Predictive Machine Learning: Models trained on data to make predictions or classifications based on identified patterns or relatio…

System name(s)

ADCo Modeling Solution

Custom-developed code

Not reported

Public source code

Not reported

Sourcing

How it was built

Not reported

Vendor (as reported)

Andrew Davidson & Co.

Vendors (standardized)

None on the standard list

A vendor is the supplier named by the agency. It does not identify the underlying model or AI technology.

Data and privacy

Involves PII

No

Privacy Impact Assessment

Not reported

Authorization to Operate

Not reported

Demographic features

Not reported

Training and evaluation data

Mortgage-backed security data, market assumptions

Federal Data Catalog

Not reported

Governance

0 of 8 minimum-practice questions answered. A blank answer means the agency reported nothing; it does not mean the practice is absent.

Potential impacts and how they were identified

Not reported