Large Bank Supervision Forum eBook

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CMBS Taxonomy

Fixed Income

Equites

Cash

Alternatives

Securitized / Structured

Municipal

Government

Corporate

Derivatives

CMBS

ABS

RMBS

CLO

Conduit

Large Loan

SASB

CRE CLO

Agency

SFR

Conduit + SASB + CRE CLO -- aka ‘Private Label CMBS’

Single Asset

Static

Single Borrower

Managed

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CMBS Structure

Waterfall

Principal & Interest; Recoveries

Losses

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© 2023, Trepp Inc.