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CMBS

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  • The International Securities and Derivatives Association is looking to draft European Pay-As-You-Go (PAUG) settlement documentation that will replace the existing European cash physical total return swap and, if adopted, could have a significant impact on the commercial mortgage-backed securities market.
  • The burgeoning securitization market in Russia is expected to churn out a steady stream of deals over the next few months and is getting closer to producing its first commercial mortgage-backed securities deal.
  • A slow January followed by an active February is in the cards for the commercial mortgage-backed securities market.
  • A group of eight European asset-backed securities dealers are in the later stages of designing a synthetic European commercial mortgage-backed securities index platform.
  • German-based Westdeutsche ImmobilienBank (WIB) has originated a E404 million ($524 million) pan-European commercial mortgage backed securitization, Wilco 2007-1, its first true sale transaction to open-ended real estate funds.
  • Moody's Investors Service and Fitch Ratings are both expecting to see strong property performance in 2007, a factor that will boost the performance of commercial mortgage-backed securities.
  • The ratio of upgrades to downgrades hit 34:1 last year for U.S. commercial mortgage-backed securities market, according to Fitch Ratings which rated approximately 500 CMBS deals and upgraded 1,781 tranches, more than double those upgraded the year before.
  • Thacher Proffitt & Wood has added a three-person team specializing in commercial mortgage-backed securities.
  • U.S. investment grade-grade fixed-rate commercial mortgage-backed securities market has seen spreads overall tighten two basis points with all ratings remaining at record tights, according to Morgan Stanley.