Using Yield Book’s Non-Agency CMBS Credit Model to gain deeper insights

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Presented by

Luke Lu, Head of CMBS Research and Quantitative Modeling; Tadvana Narayanan, Senior CMBS & ABS Product Lead

About this talk

The private label CMBS market is no stranger to financial storms from the Great Financial Crisis in 2008 to the recent unprecedented lull in issuances in the post-pandemic era. In today’s rising interest rate environment, CMBS and CRE investors are increasingly concerned about the credit quality and potential unrealized losses of their holdings. Yield Book would like to take this opportunity to present a new Non-Agency CMBS model that can enable you to gain deeper market insights through precise and granular level credit analyses. Join our webinar, which will cover: - Current market trends, major concerns and challenges facing private label CMBS (including most recently the office sector) - The methodology and drivers of the Non-Agency CMBS Credit Model - Demo of the Non-Agency CMBS Model in Yield Book Classic and the Add-In Presented by: o Luke Lu, Head of CMBS Research and Quantitative Modeling o Tadvana Narayanan, Senior CMBS & ABS Product Lead
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