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Commercial Mortgage Backed Security Sensitivity Analysis-Part 2
Commercial Mortgage-Backed Securities have traditionally been an extremely illiquid and inefficiently priced instruments. Our model, whether implemented through direct portfolio optimization services for clients or through a money management business, will help make this market more efficient and liquid. In particular, using the output of the model, we are able to advise our clients to engage in transactions for any CMBS bond in existence, thus providing liquidity to the market and improving the market pricing, especially for smaller and less liquid bonds. Thus, even though our business is very small compared to the CMBS market, our valuation service can have a substantial impact on improving the efficiency of the CMBS market as a whole.
Faculty Supervisor:
George Blazenko
Student:
Partner:
Simon Fraser University (Burnaby Campus);Pavlov Consulting lnc
Discipline:
Business
Sector:
University:
Simon Fraser University
Program:
Accelerate
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Mitacs is funded by the Government of Canada, the Government of Alberta, the Government of British Columbia, Research Manitoba, the Government of New Brunswick, the Government of Newfoundland and Labrador, the Government of Nova Scotia, the Government of Ontario, Innovation PEI, the Government of Quebec, the Government of Saskatchewan, and the Government of Yukon.