Risk Retention Tranche Investing

After the Risk Retention Rule of the Dodd-Frank Act has been put into effect, Risk Retention Tranche(B-Piece) for CMBS or Debt of SASB type of asset(Single Asset Single Borrower) has been actively invested by KKR, Rialto, etc.

Im currently working at a RE PE firm preparing for this risk retention investment, and kind of having a hard time with understanding this niche market as this specific market works under the newly imposed law. Does anybody know the investment process or how DD works for risk retention tranche deals? Please PM me with any materials that can boost my understanding. I have lots of helpful RE materials that I will provide in return.

2 Comments
 
Most Helpful

They (KKR, Rialto, etc) don’t “invest” in risk retention tranches. It’s the same a being a b piece buyer prior to risk retention starting. The only difference now is they need to hold part of the b piece for a set period of time.

There are 3 structures allowed to satisfy risk retention: - vertical - generally done when banks issuing the deal are satisfying the rule - horizontal - b piece buyer satisfies the rule - L-shaped - issuer will hold the vertical part of the “L” and b piece buyer will hold the horizontal part of the “L”

There are exceptions to the above but for the most part follow the model.

If you want information on diligence being done on the b piece buying side, that is a different conversation. Send me a PM if you want.

 

Labore atque et qui quia. Exercitationem inventore aut temporibus est vitae. Culpa itaque soluta repudiandae.

Officia in in et quasi. Cum exercitationem dolor quisquam sit fugit libero accusamus. Amet ratione aut explicabo alias molestiae similique natus. Veritatis veritatis illum ipsa eum ea aliquam.

Eos deserunt odit placeat eos quis. Alias qui recusandae iusto. Explicabo id veniam deleniti amet. Sed blanditiis dolores odit. Dicta pariatur et sit voluptatem quo fugiat nulla. Consequuntur commodi quam sunt.

Career Advancement Opportunities

August 2026 Investment Banking

  • Evercore 01 99.5%
  • Moelis & Company 01 98.9%
  • JPMorgan 01 98.4%
  • Goldman Sachs 01 97.8%
  • Morgan Stanley 07 97.3%

Overall Employee Satisfaction

August 2026 Investment Banking

  • Moelis & Company No 99.5%
  • Morgan Stanley 02 98.9%
  • Evercore 01 98.4%
  • Banco Santander 02 97.8%
  • BMO Capital Markets 12 97.3%

Professional Growth Opportunities

August 2026 Investment Banking

  • Evercore 01 99.5%
  • Moelis & Company 01 98.9%
  • Morgan Stanley 07 98.4%
  • Goldman Sachs 01 97.8%
  • JPMorgan No 97.3%

Total Avg Compensation

August 2026 Investment Banking

  • Vice President (16) $429
  • Associates (50) $259
  • 3rd+ Year Analyst (8) $210
  • 2nd Year Analyst (26) $182
  • Intern/Summer Associate (14) $159
  • 1st Year Analyst (84) $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...”