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Commercial Mortgage Metrics |
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Get analytics you can depend on from Moody�s,
the premier provider of credit opinions, and
TWR, the leading source for commercial real
estate performance and valuation forecasting.
Risk measures provided by CMM include:
Probability of Default, Loss Given Default,
Expected Loss, Value at Risk, Yield Degradation,
Risk Adjusted Yield, and Distance to Default..
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Now CMM is also available on Trepp. Fully
integrated into all major Trepp features, CMM is
updated daily on the Trepp platform,
facilitating analysis of both new issuance and
seasoned CMBS.
CMM on Trepp identifies and quantifies risk
in CMBS tranches, providing base and stress case
scenarios for each underlying loan, covering the
entire capital structure.
Brochure - CMM |
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Service Features
- Key Features: forward looking distribution of risk; customizable default parameters; handles fixed or floating rate loans, senior or subordinated loans; annual or holding period metrics
- Robust Model: quarterly forecast updates powered by TWR; covers top MSAs, leading asset classes and loan types; reflects property leases structure and expenses; calibrated using Moody's latest CMBS default research
- Customizable: market and interest rate forecasts; unique property types; portfolio management system integration; calibration to client experience
- Easy to Use: access Moody's CMM via the web or installed behind your firewall; ability to draw on TWR's vast database of market-specific background where property-specific information is limited; downloadable output and stratifications
- Client Support: quarterly research that highlights changes to the forecasts; web-based or on-site training
- Valuation: facilitates risk adjusted
pricing
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