Debt & Credit Analytics

 

Commercial Real Estate
Investment & Debt Trends Reporting

Investment & Debt Trends
National and Metro

Chandan Economics' national Investment & Debt Trends reports capture multifamily and commercial real estate lending trends, including debt yields and interest rates on new originations, in a concise snapshot of the lending market. Metro reports offer a more detailed snapshot of lending and investment terms in more than a dozen leading apartment markets. Both the national and metro reports leverage Chandan's loan-level data for acquisition, refinance, and construction mortgages made by banks, life companies, agency lenders, and conduit lenders.

Bank Default and Lending Report

The quarterly Bank Default and Lending Report offers bank analysts, investors, and lenders a comprehensive look into FDIC-insured lenders' commercial real estate balance sheets. Compiling data from the most recent bank filings, the report quantifies key performance trends across the entire banking sector – changes in balances, delinquency rates, and default rates for commercial, multifamily, and construction loans – as well as identifying the health of specific institutions. Credit quality is evaluated in the context of the general and real estate-specific credit lifecycles.

Bank League Tables

The quarterly Bank League Tables rank bank lenders by (i) size of commercial real estate, multifamily, and construction balance sheet, (ii) default rate on commercial, multifamily, and construction loans, and (iii) REO balance held.

Market Briefings

Debt Markets Briefing

The quarterly Debt Markets Briefing addresses (i) mortgage origination activity across banks, life companies, agencies, and CMBS conduit lenders, (ii) underwriting standards across property types and capital sources, (iii) updates on current regulatory and policy issues, and (iv) the outlook for interest rates, origination volume, and CMBS issuance.

In addition to a review of market conditions across capital sources, the Debt Markets Briefing addresses bank conditions in more detail, including (i) differences in default and new lending performance across banks and bank tiers, (ii) the competitive position of banks in comparison with other capital sources, (iii) characteristics of banks' new and legacy commercial real estate loans.

MBS Analysis

Credit Risk Analysis for
Agency MBS & CMBS Investors

The MBS Loan Analyst is a credit risk modeling service for agency multifamily MBS and CMBS investors. Using the same quantitative models employed in the analysis of bank and life company mortgages, the service provides loan-level estimates of default probability, loss severity, and expected loss for new MBS.

To learn more about Chandan's Investment & Debt Trends reports or to request a sample, please contact us.