Capital Markets

The Hometrack Realtime AVM has significant applications in the capital markets arena in respect to mortgage loan risk assessment and display in Securitisation, Economic and Regulatory Capital Assessment and Whole Loan Portfolio Trading.

Recent upheavals have meant that a premium is attached to accurate loan by loan and property by property information.

Through Hometrack Portfolio and Mortgage Risk Analytics - capital markets participants can more accurately assess, manage and price risk in the form of expected foreclosure frequencies, loss severities and overall portfolio performance.

All of the UK's major rating agencies have now reviewed the Hometrack Realtime AVM and have published guidelines as to their treatment and assessment of AVM value assets.

UK RMBS Methodology
Fitch Ratings Criteria for Automated Valuation Models in the UK
Fitch Ratings Automated Valuation Models in the UK
S&P Guidelines For The Use Of Automated Valuation Models

The tactical application of the AVM in capital markets situations ensure:

Optimal Capital Structuring
Best Pricing
Full Scale Whole Loan Audit
Risk Analysis and display
Basel II Stress Testing

For further information on Hometrack Capital Markets services,
please contact Oliver Hughes
Email: ohughes@hometrack.co.uk