The MBSRISK™ CRE credit model provides CRE and CMBS valuation and stress-testing services via the Internet.

The platform has passed audit scrutiny, saving cost and offering fast execution, experienced people, and unbiased assessments of value.

All technology is in-house, able to rapidly adapt to regulatory changes and client needs.


Our CRE loan model is driven by economics and performance of tenant, property, loan, region, and nation from a comprehensive array of sources.


Reports include: pricing, cash flows, credit performance forecasts, loan-level or aggregate, discrete and stochastic scenarios.


Scenarios include DFAST CCAR, Moody’s, and stochastic or Monte Carlo, making the product ideal for compliance, fair valuation, risk management, and portfolio investing.


Using our CRE forecasting model, we further expose drivers of CMBS risk and value by visualizing the constituent assets and sub-assets in CMBS transactions separately and together. We serve the interests of long- and short-term traders.


Reports include: fair value, relative value, cash flows, credit volatility, stress tests, deal-level, portfolio-level, bond-level, loan-level.

Batch Web Service

Periodic batch upload of portfolio and download of analytics. Ideal for book valuation, risk management, and regulatory capital compliance.

Real Time Web Service

Fast direct service for static scenarios without Monte Carlo simulation. JSON REST service that returns a full set of analytics given a loan or small set of loans or a CMBS bond and a set of scenario inputs. Used by traders and embeddable in your own interactive trading tool.

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