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CMBS dynamics

One sector of the US economy that has been directly impacted by #ratehikes it’s Commercial Real Estate. In particular, the comercial mortgage backed securities or #cmbs where hundreds of loans have been packaged in a bond with no other collateral than the cash flows of the properties attached to the bonds. Those properties, mostly office buildings, have struggled with low occupancy rates due to #remotework policies after the pandemic. Now, those anemic rent rolls are not enough to cover the mortgages associated with the buildings, and those problems have passed through to the bonds, which are showing the steepest delinquency rates since the last crisis post #gfc. Now imagine those mortgages are floating or are due to renew 525 bps above where they were when originated.


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