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mphennessy993
Topic Author
Posts: 1
Joined: December 10th, 2016, 5:33 am

CMBS Liquidity

December 10th, 2016, 4:15 pm

What are people's thoughts on CMBS liquidity right now (assuming risk retention rules kick in on december 24th).

Besides Barclays index, what are other good ways of tracking both liquidity and volatility of the product? 
 
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ekeenan81
Posts: 4
Joined: May 4th, 2009, 11:59 am

Re: CMBS Liquidity

May 24th, 2017, 8:34 pm

 Have you thought of referencing Markit's CMBX index series?
Generally CMBS and the more recent vintages I think have been performing well all else being equal.