
Research Analysis
Analysis of Tranche Maturity calculation methods for the Securitization External Rating Based Approach (SEC-ERBA)
The European Banking Authority (EBA) Guidelines detail the appropriate methods of determination of the regulatory capital pertaining to securitization outlined in the Basel Ill regulation. Among the requirements the setting of regulatory capital floors (RCFs) focuses on tackling systemic liquidity risks through a hierarchy of approaches.
July 11, 2023

Research Analysis
Analysis of Tranche Maturity calculation methods for the Securitization External Rating Based Approach (SEC-ERBA)
The European Banking Authority (EBA) Guidelines detail the appropriate methods of determination of the regulatory capital pertaining to securitization outlined in the Basel Ill regulation. Among the requirements the setting of regulatory capital floors (RCFs) focuses on tackling systemic liquidity risks through a hierarchy of approaches.
July 11, 2023

Research Analysis
Quarterly European RMBS/ABS Analysis – Q1 2023
This paper provides an overview of the average CPR and CDR in Europe on a quarterly basis for the past year for various ABS and RMBS asset types across seven European countries.
May 10, 2023

Research Analysis
Quarterly European RMBS/ABS Analysis – Q1 2023
This paper provides an overview of the average CPR and CDR in Europe on a quarterly basis for the past year for various ABS and RMBS asset types across seven European countries.
May 10, 2023

Research Analysis
Quarterly EURO CLO Loan Exposure Analysis – April 2023
This paper provides an overview of top current Industry, Country and Issuer exposures in European CLOs as of April 2023.
May 1, 2023

Research Analysis
Quarterly EURO CLO Loan Exposure Analysis – April 2023
This paper provides an overview of top current Industry, Country and Issuer exposures in European CLOs as of April 2023.
May 1, 2023

Articles
Latest CMBS Performance and Implications for SASBs
In this write up, our CMBS experts discuss the latest trends and performance in the commercial real estate market with a focus on changes in single asset single borrower (SASB) transaction performance.
November 9, 2022

Articles
Latest CMBS Performance and Implications for SASBs
In this write up, our CMBS experts discuss the latest trends and performance in the commercial real estate market with a focus on changes in single asset single borrower (SASB) transaction performance.
November 9, 2022

Research Analysis
Delinquencies Continue To Transition to Forbearance, But CMBS 2.0 Liquidations Are Up!
In this report, our CMBS experts discuss how delinquencies continue to transition to forbearance. However, CMBS 2.0 liquidations have also been increasing.
June 3, 2022

Research Analysis
Delinquencies Continue To Transition to Forbearance, But CMBS 2.0 Liquidations Are Up!
In this report, our CMBS experts discuss how delinquencies continue to transition to forbearance. However, CMBS 2.0 liquidations have also been increasing.
June 3, 2022

Whitepapers
Screening Environmental and Physical Risk in CMBS Utilizing RMS Hazard Data
Moody’s Analytics’ acquisition of RMS this past September expanded Moody’s insurance business and accelerated the development of Moody’s global integrated risk capabilities.
May 23, 2022

Whitepapers
Screening Environmental and Physical Risk in CMBS Utilizing RMS Hazard Data
Moody’s Analytics’ acquisition of RMS this past September expanded Moody’s insurance business and accelerated the development of Moody’s global integrated risk capabilities.
May 23, 2022

Research Analysis
How Might a 2022 Recession Affect CMBS Performance?
Given the increasing probability of a nearer term recession, this report studies the performance of loans originated in the years leading to the last recession and how they fared throughout. In practice, we translate the performance of 2004-2007 originated CMBS conduit loans into recession default vectors.
May 13, 2022

Research Analysis
How Might a 2022 Recession Affect CMBS Performance?
Given the increasing probability of a nearer term recession, this report studies the performance of loans originated in the years leading to the last recession and how they fared throughout. In practice, we translate the performance of 2004-2007 originated CMBS conduit loans into recession default vectors.
May 13, 2022

Research Analysis
January Remits – Omicron Appears to Freeze the Recovery in Delinquency and Forbearance
Moody's Analytics Darrell Wheeler and Brian Schoenfeld discuss the trends in the January CMBS remittance data.
February 4, 2022

Research Analysis
January Remits – Omicron Appears to Freeze the Recovery in Delinquency and Forbearance
Moody's Analytics Darrell Wheeler and Brian Schoenfeld discuss the trends in the January CMBS remittance data.
February 4, 2022

Research Analysis
CMBS Color: New Issuance Barely Pauses for the CREFC Conference
Moody's Analytics experts discuss how 2022 CMBS issuance is kicking into high gear.
January 19, 2022

Research Analysis
CMBS Color: New Issuance Barely Pauses for the CREFC Conference
Moody's Analytics experts discuss how 2022 CMBS issuance is kicking into high gear.
January 19, 2022

Research Analysis
Reading the 2021 CRE Tea Leaves to Predict 2022 Securitization Volume
Experts dig into 2021 CRE loan securitization data to analyze market evolution and examine what may happen in 2022.
December 21, 2021

Research Analysis
Reading the 2021 CRE Tea Leaves to Predict 2022 Securitization Volume
Experts dig into 2021 CRE loan securitization data to analyze market evolution and examine what may happen in 2022.
December 21, 2021

Articles
Diamond Sports Group CLO Exposure
This report shows the exposure for Diamond Sports Group, a subsidiary of SinclairBroadcasting, across CLOs from the latest available monthly surveillance report as of December6, 2021.
December 7, 2021

Articles
Diamond Sports Group CLO Exposure
This report shows the exposure for Diamond Sports Group, a subsidiary of SinclairBroadcasting, across CLOs from the latest available monthly surveillance report as of December6, 2021.
December 7, 2021

Articles
Riverbed Technology CLO Exposure
This report shows the exposure for Riverbed Technology across CLO’s from the latest available monthly surveillance report as of November 22, 2021.
November 22, 2021

Articles
Riverbed Technology CLO Exposure
This report shows the exposure for Riverbed Technology across CLO’s from the latest available monthly surveillance report as of November 22, 2021.