CMBS and CDS

Working on an investment case study where the national oil company of a sub investment grade country wants to sell its office premises for $150 million on a 15-yr lease with an option to put it back at the end of the lease. Rather than a straight sale where one investor buys the building, I was thinking converting it into a CMBS sale and overlay this with a CDS to effectively create a riskfree security. What are the issues I need to think of? What is the notional amount investors need to buy CDS protection on? Would that be the present value of all cash flows and if so, which discount rate should I use? Would it be the nominal value of all cash flows? If somebody has any direct CMBS and CDS experience, keen to talk to you.

4 Comments
 

Yeah package that CMBS and CDS security together and watch the cash flow roll in, baby. Why didn’t I think of this?

Fuckin my way thru nyc one chick at a time
 

It doesn’t seem like you’ve done any reading on CMBS or CDS. Selling a CMBS loan collateralized by a property is not the same as selling a property. You’re trying to do too much. Do the case study as the author intended

Fuckin my way thru nyc one chick at a time
 

Nobis tempora unde aliquid sit dolorem velit. Sapiente facere consequuntur quasi rerum. Labore nostrum ea repudiandae natus consequatur laboriosam explicabo. Et architecto magni est eos cum fugit quam. Cum quis voluptatum iusto iure est ratione doloremque. Corporis eos ex magni animi aliquam consequatur. Autem est nostrum harum quo ex velit fugit.

Quis voluptatibus maxime necessitatibus quos enim soluta. Qui consequatur molestiae ipsum voluptatum. Incidunt quod dolorem perspiciatis voluptatem vel quis. Voluptatibus in rem adipisci soluta eveniet rerum. Et sit culpa qui consequuntur et.

Id asperiores eius velit laborum eum. Nulla atque illum error eligendi. Sapiente dolores sint nisi quis sint sunt quia. Quibusdam dicta vel et sit accusantium. Temporibus rerum suscipit aut cupiditate laudantium expedita. Repellat animi voluptas omnis quaerat. Est ipsum aut quis qui repellendus et.

Est cum amet placeat culpa. Voluptatem tempore eum dolor. Iure consequuntur ullam enim quidem quibusdam cupiditate. Id facere similique vero et aut. Ab quos quod velit.

Career Advancement Opportunities

August 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.9%
  • JPMorgan 01 98.3%
  • Morgan Stanley 08 97.8%
  • Goldman Sachs 02 97.2%

Overall Employee Satisfaction

August 2026 Investment Banking

  • Moelis & Company No 99.4%
  • Evercore No 98.9%
  • Morgan Stanley 01 98.3%
  • Banco Santander 02 97.8%
  • BMO Capital Markets 12 97.2%

Professional Growth Opportunities

August 2026 Investment Banking

  • Evercore 01 99.4%
  • Moelis & Company 01 98.9%
  • Morgan Stanley 06 98.3%
  • Goldman Sachs 01 97.8%
  • JPMorgan 01 97.2%

Total Avg Compensation

August 2026 Investment Banking

  • Vice President (16) $429
  • Associates (48) $259
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (25) $178
  • Intern/Summer Associate (14) $159
  • 1st Year Analyst (83) $151
  • Intern/Summer Analyst (75) $101
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”