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

• Property Portfolio Revaluation an AVM is costly for revaluations; a traditional index is free of charge but reflects the data employed. Our Property Portfolio Revaluation download service provides inexpensive revaluations using Transacted House Prices (THP), with property by property confidence limits and optional AVM values for those results outside limits, together with forced sale prices, one-off or regularly



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



• statistical House Price Calculator demonstrates THP-based revaluation, shows the number of transactions employed and standard deviation methodology; allows portfolio owners to make individual value checks, monthly

STRESS AND SCENARIO TESTING AND ARREARS MANAGEMENT
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



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



• LOAN COHORT LEVEL
  Predictive Mortgage Analytics PMA – a new download service providing arrears forecasts, redemption and possession by quarters, estimated aggregate expected loss over an agreed time period at risk cohort level; forecasts available in an interactive desktop model for client use including Reverse-stress testing, 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 led by Dr Stephen Satchell; we have worked for the largest lenders