CMBS iReport

DBRS CMBS team plans to implement a new product called “CMBS iReport”. The product will provide users with a complement of market and property specific data in a highly interactive and accessible interface. The project will involve collect CMBS market data and identify the key factors (demographic factors, macro-economic factors, and loan specific data) that can explain loss severities for CMBS transactions and provide insights to CMBS market stakeholders. The adventure of the new platform “CMBS iReport” will differentiate DBRS with other major US competitors (Trepp, Bloomberg, Morningstar and Intex) by offering the Pre-sale and surveillance reports and interactive map-based information through an easily accessible platform. The new platform will be a complement of existing DBRS CMBS product and services, positioning DBRS to fulfill its promise of providing “insight beyond the rating” and increase brand awareness and promote comfort with DBRS ratings.

Faculty Supervisor:

Dr. Melanie Cao

Student:

Lawrence Xie & TBD

Partner:

Dominion Bond Rating Service Ltd.

Discipline:

Statistics / Actuarial sciences

Sector:

Finance, insurance and business

University:

York University