Case Study Details
About The Project
CMBS Credit Model and Valuation Platform
Project Objective
To empower commercial real estate investors with a scalable platform for:
- Pricing and valuation.
- Stress testing and scenario analysis.
- Portfolio surveillance and reporting.
- Risk management across CMBS assets.
Core Modules
Credit Modeling Engine
- Bottom-up loan-level analysis.
- Calculates term/maturity default, extension, payoff, recovery timing.
- Supports multiple stress curve generation.
Cash Flow & Valuation
- Trepp API integration for stressed loan, collateral, & bond cash flows.
- Price-yield analytics and sensitivity analysis.
Data Infrastructure
- SQL database for clean property, note, and loan-level data.
- Stores stressed cash flows, analytics, and reports.
Management Console
- Real-time control and customization.
- Edit/override loans, portfolios, cash flows, & reports.
Reporting & Analytics
- Custom reports using live data.
- Scenario-based insights and visual outputs.
Security & Validation
- Role-based access across modules.
- Embedded error reporting and data validation logic.
Impact & Outcomes
- Real-time decision-making across full CMBS universe.
- Enhanced pricing precision and risk transparency.
- Scalable, secure architecture with robust data integrity.
