QuantumRisk LLC - Management by Design
Structured Finance Support, Financial Modeling, Strategy, Business Reengineering
QuantumRisk LLC is a boutique CMBS advisory & management consulting firm specializing in structured finance support, loss risk modeling, value uncertainty, business strategy & business process reengineering for investment companies, fund managers and corporate clients. Contact or Call me on Goggle Voice, 970-306-7656.
CMBS Risk Analytics Services
CMBS Property Risk Analytics:
On a monthly basis we analyze more than 85,000 properties backing more than 52,000 loans to report default probability, loss severity before recovery, loan to value ratio (LTV), debt service coverage ratio (DSCR), occupancy rates & change in property appraisal value for more than 400 U.S. markets, by property type, by city, by SMSA/MSA by state.
Structured Finance Support Services / CMBS / Municipals:
Provide securitization analytics support via statistical loss models:
1. CMBS Loss Vectors for Deal Structuring & Bond Valuations.
2. Black Swan metrics as CMBS deal/bond quality differentiator.
3
. CMBS Defeasance Analysis & Structuring including Escrow Structuring(s).
4. Tax Exempt Municipal & Revenue Bonds Refunding Analysis & Structuring including Escrow Structuring(s).
About the Services Provided:
QuantumRisk LLC specializes in using proprietary models to deliver client solutions. To purchase QuantumRisk's CMBS Property Risk Analytics monthly report please contact Ben Solomon.
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QuantumRisk's Property Risk Analytics shows that as of July 2010 CMBS defaults are at 5.79% and loss severities before recovery are at 5.51%. The graphs below show the annualized default rates & loss severities in the 15-month unresolved CMBS pipeline. Note that CMBS defaults are still increasing and the industry continues to see deterioration but the good news is that the loss severities have declined. (This page will be updated every month.)

A sample Excel 2007/2010 report for All Properties is here (note: save to disk first before opening this file as the browser can corrupt the file). With a paid subscription you get ftp user id , ftp password & Excel 2007/2010 decryption password that is unique to each report. The 5 types of property reports available are All Properties (AL), Lodgings/Hotels (LO), MultiFamily (MF), Office (OF) & Retail (RT). The All Properties report also includes a break out of the 12 property types.

Promotional Offer: A 12-month subscription paid before September 10th 2010 gets free corresponding April, May, June & July 2010 reports.

5 worst US cities in terms of CMBS losses (July 2010)
Worst Rank State:City
# Of Reported Properties in City
Probability of Default
Severity of Loss
Expected Loss
1
OH:Euclid
5
80.00% 78.04% 62.43%
2
MA:Hanover
7
71.43% 70.64% 50.46%
3
AL:Hoover
19
52.63% 49.87% 26.25%
4
CT:New Britain
7
42.86% 42.72% 18.31%
5
TX:Haltom City
9
44.44% 39.72% 17.65%