© 2026 GlobalCapital, Derivia Intelligence Limited, company number 15235970, 161 Farringdon Rd, London EC1R 3AL. All rights reserved.

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement | Event Participant Terms & Conditions | Cookies

CMBS

More articles

  • Market bellwether Granite, Northern Rock’s residential mortgage-backed vehicle, has seen prices drop across its capital structure in recent days as securitization officials in London seeing a “flight to quality” amid new market jitters.
  • Paul Jablansky, former senior non-agency mortgage-backed securities and consumer asset-backed securities strategist at the Royal Bank of Scotland, has jumped to Western Asset Management, where he’ll serve as co-head of the mortgage investment team.
  • The delinquency rate of loans in U.S. commercial mortgage-backed securities surged to a record 9.88% in July, according to Trepp. The data firm reported the 51 basis point increase as the largest monthly rise of the year.
  • Fannie Mae is reducing the size of its mortgage securitization but at a slower pace.
  • Russell Investment Management Company is rolling out a new exchange traded fund to invest at least 80% of its value in fixed-income assets, with a particular focus on mortgage bonds, according to the prospectus filed with the U.S. Securities and Exchange Commission.
  • Senior tranches of European commercial mortgage-backed securities have seen strong performance this year, with secondary spreads rallying 85 bps on AAAs compared to a year ago.
  • The average loss severity on conduit loans in U.S. commercial mortgage-backed securities fell to 40.2% last month, from 46.4% in July, according to Trepp.
  • Most defaults in European structured finance stem from collateral issues, not problems with counterparties, according to research by the Royal Bank of Scotland.
  • Fitch Ratings reports that its European CMBS Maturity Repayment Index fell from 40.4% to 34.6% in July as a result of the low repayment rate of loans that matured during the month.