MIAC and Acadametrics - Robust Analytics for UK Market
MIAC and Acadametrics bring a robust analytics platform for the UK market aimed at supporting mortgage lenders, capital markets players and asset management businesses, with benefits for the wider financial services sector.
MIAC | Acadametrics combines MIAC’s state-of-the-art software with Acadametrics unrivalled mortgage stress testing and scenario analysis programs to facilitate your company’s risk management decisions in today’s demanding markets.
MIAC valuation and analysis features these enhancements and support
• Asset Valuations and Software Models are audited and validated – Annual SSAE-16/SOC 1 Audits of IT Infrastructure, Business Controls, Software Development Procedures by Grant Thornton, LLP
• Embedded Sarbanes-Oxley Compliance Tools – Assumption Tracking and Control, Permission and Access Control, and Cash Flow Validation Support
• Asset Cash Flows and Option – Adjusted Spread (OAS) Model
• Fully Validated Asset Cash Flows, Option – Adjusted Spread (OAS) and Asset/Liability Models
Acadametrics risk work incorporates
• Collateral Valuation – Acadametrics Collateral Valuation Calculator (ACVC LGA) data and Confidence Interval tables
• Stress and Scenario Testing & Arrears Analytics
– Acadametrics Loan by Loan Stress and Scenario Testing (SST) service, providing forecasts of possessions and losses under alternative scenarios at loan-by-loan mortgage level
– Predictive Mortgage Analytics (PMA) service which focuses upon arrears and cash flow at LTV or risk bucket level
– UK Arrears and Repossessions Forecasting (UKAPF) modeling the UK mortgage book.
• Custom Data and Model Development – including the provision of LGD data from the Acadametrics downturn default database, model validation and model development