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QuantumRisk is starting a new CMBS service – providing econometric loss forecast for CMBS deals.

Why econometric CMBS loss forecasting? Our studies show that

1. The Triangular  Matrix Method is incorrrect (Excel 2007 example).

2. DSCR are not good predictors of defaults (see brochure).

3. Stress testing usually not done correctly (see post).

4. Black Swans can be used to differentiate between two deals with similar cashflows (see brochure).

Contact  Ben Solomon (benjamin.t.solomon@QuantumRisk.com) for more details. Company brochure here.

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