CMBS Property Risk Analytics Sample Reports*
QuantumRisk CMBS Property Risk Analytics
MSA: Lynchburg, VA
Date: March 2010 - January 2011
MSA RISK: QuantumRisk CMBS Property Risk Analytics for a specific MSA for Investors
The 4 sample reports below are examples of CMBS MSA risk based on current local economic conditions. Ideal for investors who would like to review the local economic conditions when the specific citiy data is not available, prior to purchasing Commercial Real Estate properties in those cities. These reports should be considered an important tool for distresses property investors.

For example in Santa Barbara-Santa Monica-Goleta CA, caution is advised with regard to Lodgings/Hotel properties. Office and Retail are safer with respect to defaults, unlike Athens-Clark County, GA where Multifamily & Retail experience greater defaults. Winston-Salem, NC has very low Retail default risk. With respect to default risk Lynchburg, VA is the best of the 4 MSA in these examples.

To purchase report please contact Ben Solomon, for pricing information.
QuantumRisk CMBS Property Risk Analytics
Deal: BACM 2004-6
Date: April 2010
QuantumRisk CMBS Property Risk Analytics
Deal: CSMC 2008 C1WF
Date: December 2010
QuantumRisk CMBS Property Risk Analytics
MSA: Winston-Salem, NC
Date: March 2010 - January 2011
QuantumRisk CMBS Property Risk Analytics
City: Pasadena, CA
Date: March 2010 - January 2011
QuantumRisk CMBS Property Risk Analytics
MSA: Athens-Clark County, GA
Date: March 2010 - January 2011
DEALS: QuantumRisk CMBS Property Risk Analytics for CMBS Deals for Deal Makers & Investment Bankers
The 8 sample reports below are examples of CMBS deal & bond credit risks based on current local economic conditions. These reports show how defaults affect bonds by their relative position in the bond stack.

For example BACM 2004-6 has no problems with 3x stress in April 2010 but by December 2010, bonds L, M, N, O & P are worthless under 3x stress and bond K has lost substantial value. The CSMC 2008 C1WF bonds fair worse than the BACM 2004-6 bonds. JPMCC 2001 CIB3WF bonds appear to be more resilient to deteriorating conditions.

In some cases these reports show that the asset is performing better than the local environment. This may be a cause for concern, as the servicer may be 'topping up' the shortfall until borrowers recover or some arrangement is worked out.

To purchase please contact Ben Solomon, for pricing and specify deal, year & month.
QuantumRisk CMBS Property Risk Analytics
Deal: CSFB 2005-C2
Date: December 2010
QuantumRisk CMBS Property Risk Analytics
MSA: Santa Barbara-Santa Maria-Goleta, CA
Date: March 2010 - January 2011
QuantumRisk CMBS Property Risk Analytics
City: New York, NY
Date: March 2010 - January 2011
QuantumRisk CMBS Property Risk Analytics
City: Fort Worth, TX
Date: March 2010 - January 2011
QuantumRisk CMBS Property Risk Analytics
Deal: JPMCC 2001 CIB3WF
Date: December 2010
QuantumRisk CMBS Property Risk Analytics
City: Denver, CO
Date: March 2010 - January 2011
QuantumRisk CMBS Property Risk Analytics
Deal: JPMCC 2001 CIB3WF
Date: April 2010
STATE+CITY RISK: QuantumRisk CMBS Property Risk Analytics by City by State for Investors
The 4 sample reports below are examples of CMBS multi-city risk for a specific state based on current local economic conditions. Ideal for investors who would like to narrow their search to specific cities prior to purchasing Commercial Real Estate properties. These reports should be considered an important tool for distresses property investors.

For example Englewood, CO has a higher default reate than Lakewood, CO. Given all other factors eaqual, this suggests that Lakewood commercial properties would be a better buy than Englewood commercial properties.

To purchase report please contact Ben Solomon, for pricing information.
QuantumRisk CMBS Property Risk Analytics
Portfolio ID: WH201101
Date: December 2010
QuantumRisk CMBS Property Risk Analytics
State: UT Utah
Date: April 2010
CITY RISK: QuantumRisk CMBS Property Risk Analytics for a specific City for Investors
The 4 sample reports below are examples of CMBS city risk based on current local economic conditions. Ideal for investors who would like to review specific cities prior to purchasing Commercial Real Estate properties. These reports should be considered an important tool for distresses property investors.

For example Denver CO, default rates continue to rise. Fort Worth TX, remains higher than Denver CO but may be coming down. New York NY default rates are well below the national average and continue to come down. Pasadena CA is the best, with no reported defaults.

To purchase report please contact Ben Solomon, for pricing information.
QuantumRisk CMBS Property Risk Analytics
State: CA California
Date: April 2010
QuantumRisk CMBS Property Risk Analytics
Portfolio ID: WH201103
Date: April 2010
WAREHOUSE/DISTRESSED PORTFOLIOS: QuantumRisk CMBS Property Risk Analytics for CMBS Warehouse/Portfolios for Investors
The 4 sample reports below are examples of CMBS portfolio risk based on current local economic conditions. These reports provide insight into how local credit risk can affect portfolio pricing.

These reports show investors what the likely losses look like today and therefore provides a guide to discounting the portfolio purchase price. The 3x stress testing shows that portfolio WH201101 is a better deal than portfolio WH201102.

To purchase please contact Ben Solomon, for pricing and portfolio data requirements.
QuantumRisk CMBS Property Risk Analytics
State: MI Michigan
Date: April 2010
QuantumRisk CMBS Property Risk Analytics
State: CO Colorado
Date: April 2010
QuantumRisk CMBS Property Risk Analytics
Portfolio ID: WH201104
Date: April 2010
QuantumRisk CMBS Property Risk Analytics
Portfolio ID: WH201102
Date: December 2010
QuantumRisk CMBS Property Risk Analytics
Deal: CSFB 2005-C2
Date: April 2010
QuantumRisk CMBS Property Risk Analytics
Deal: CSMC 2008 C1WF
Date: April 2010
QuantumRisk CMBS Property Risk Analytics
Deal: BACM 2004-6
Date: December 2010
Notes:
Pricing is based on number of users.
A Single User is defined as a department within an organization that has at most 3 Authorized Users.
A Multi User is defined as a department within an organization that has more than 3 Authorized Users.

Authorized Users are those directly associated with the Subscriber’s investment decision making process. This excludes secretaries, clerks, PAs, and managers & analyst not related to the subscriber's investment decision making process.

Payment Instructions:
To purchase QuantumRisk's CMBS Property Risk Analytics reports please contact Ben Solomon for payment instructions via PayPal.

Note: For Colorado residents/companies include a 4.6% sales tax.
QuantumRisk CMBS Default & Loss Pipeline Report
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* QuantumRisk & Property Risk Analytics are the registered trademarks of QuantumRisk LLC.

QuantumRisk LLC is a Registered Investment Advisor in the state of Colorado as of June 2010 & a Management Consulting firm since 2004