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.
Conference website
Webinar 21 Jun 2023: Using Yield Book’s Non-Agency CMBS Credit Model to gain deeper insightsCategory
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