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CMBS Liquidity

Posted: December 10th, 2016, 4:15 pm
by mphennessy993
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? 

Re: CMBS Liquidity

Posted: May 24th, 2017, 8:34 pm
by ekeenan81
 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.