Solutions
MIAC valuation and analysis features these enhancements and support:
- Asset Valuations and Software Models are audited and validated – Annual SAS-70 Type ll 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 Residential Asset Calculator (ARAC) data and Confidence Interval tables
- Stress and Scenario Testing & Arrears Analytics
- 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