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CMBS

PPR's CMBS Service integrates CompassCRE default and loss forecasts with TreppWeb (R).

To view our "Implied versus Fundamental Losses in CMBX Indices" report, please click here.

The CMBS Service helps clients by:

  • Allowing CMBS investors to stress bonds under a variety of economic scenarios and assess the impact on default and losses on pricing and risk of specific deals and tranches.
  • Allowing investors to monitor their CMBS portfolio for to track changes in projected losses.
  • Benchmark and stratifications of their loss exposures against other CMBS portfolios.

Key features include:

  • Links the cash flows of the security directly to the cash flows of the underlying mortgage as driven by the real estate.
  • A well-researched, empirically validated default and loss model based on 25 years of experience and in-depth analysis of real estate, market by market, property type by property type - eliminates the need for the broad generalizations on future collateral market behavior used by other methods.
  • Stress-tests the collateral as well as the tranche structure.
  • Easy reporting of loan, deal and portfolio level results.


For more information contact us or call 617-426-4446



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