DBRS Morningstar Posts Replay on CMBS Webinar Series: Spotlight on SASB Methodology

DBRS Morningstar posted a replay wherein its Commercial Mortgage-Backed Securities (CMBS) team discussed
updates and the latest thinking concerning DBRS Morningstar’s review of Single-Asset/Single-Borrower (SASB) CMBS transactions.

Topics included the following:

(1) SASB methodology updates
(2) Analyzing transitional assets in the SASB context
(3) Anticipated repayment date loans: high-level approach and examples
(4) Structural/legal considerations
-- Libor transition language
-- Coronavirus Disease (COVID-19) pandemic forbearance
-- Asset release provisions

The webinar was hosted by Georgios Katsaros, Senior Vice President, Head of CMBS Modeling. Georgios was joined by Kurt Pollem, Managing Director, CMBS New Issuance; Michael Fedorochko, Vice President, CMBS New Issuance; and Troy Doll, counsel at Alston & Bird.

To listen to the webinar, please use the following link: https://www.youtube.com/watch?v=w64US6YWCQI

To view the presentation slides, please use the following link: https://viewpoint.dbrsmorningstar.com/research?p=0&ac=cmbs

Notes:
For more information on this credit or on this industry, visit www.dbrsmorningstar.com or contact us at info@dbrsmorningstar.com.

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