Acadametrics
Unrivalled Mortgage Credit Modelling Experience and Expertise
UK-based Acadametrics Limited has built its highly influential industry position on a foundation of advanced academic research and macroeconomic modeling, led by Dr Stephen Satchell, Economics Fellow Trinity College Cambridge. In the early 1990s, Dr Satchell and Acadametrics staff focused on forecasting the mortgage and MIG losses likely to arise from the 1989-1991 housing crisis. The substantial downturn default and mortgage database which they gathered has enabled the hazard rate forecasting methodology which they use to forecast loan-by-loan losses today
Acadametrics also conceived and developed the proprietary house price index, FTHPI, which they launched with the Financial Times in 2003. FTHPI pioneered the use of Land Registry data, using a forecasting model for current month re-sults, developed exclusively for Acadametrics at Cambridge. FTHPI was selected by the Chicago Mercantile Exchange to become the basis for their proposed residential house price derivative. The index is now entitled the LSL Property Services / Acadametrics House Price Index under a long term agreement with what is a leading surveyor/estate agency organisations in the UK