COLLATERAL VALUATION
Keeping track of property values is vital in falling markets.

• Residential Property Portfolio Revaluation (RPPR) an AVM is costly for regular revaluations; a traditional index is free of charge but their use is no longer optimal. Our RPPR service provides inexpensive revaluations based upon ARAC below, one off or regularly
  
  
• Acadametrics Residential Asset Calculator (ARAC) uses enhanced Acadametrics Prices and Transactions (APAT) data to provide accurate valuations at portfolio level and confidence limits at property level



• Confidence Interval Tables for those using a traditional index or APAT internally for revaluations, annually

LOAN LEVEL STRESS AND SCENARIO TESTING
Our “off the shelf” models are fully adaptable to suit client requirements and provide forecasts at:

• UK LOAN BOOK LEVEL
  UK Arrears and Possessions Forecasting (UKAPF) – forecasts national book arrears and possessions, one off or regularly. Our variant Macro-Risk Model drives the scnario input for our SST below



• LOAN BY LOAN LEVEL
  Stress and Scenario Testing (SST) – our download service returns loan by loan and summary PPs, LIEPs (loss in the event of possessions) and expected losses, using ARAC revaluation data and hazard rate methodology; optional forced sale values, rental prices and yields; loans may be ordered by expected losses, one-off or regularly

CUSTOM DATA AND MODEL DEVELOPMENT

• LGD Data enabling clients to benchmark and calibrate their own risk assessment models with data from our downturn default database on properties repossessed over the period 1990 to 1995



• Model Development we assist clients in modelling e.g. credit default; led by Dr Stephen Satchell



• Model Validation as undertaken by Dr Stephen Satchell for a variety of commercial and residential, top three mortgage lender, models