Sentences with phrase «subordination levels»
Moody's Investors Service, for example, has been at odds with other ratings agencies for months now about the appropriate subordination levels, a measure of credit support based on principal outstanding for CMBS loans, according to a recent report from the Commercial Mortgage Alert, a newsletter that tracks the CMBS market.
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Opacity — few can truly understand the economics of most securitizations, or whether the subordination levels are right or not.
Remember the rating agencies calculating subordination levels for ABS, RMBS & CMBS?
My, but I think that subordination levels would rise.
As I've said before, it is impossible to set regulatory capital levels or subordination levels for assets that have not been through a failure cycle.
Not exact matches
Others were created via subordination, where the AAA portion took the losses only if they were greater than a highly stressed level.