Trepp Launches Free CMBS Cash Flow and Yield Calculator

Trepp has launched TreppTrade Quick Analysis, a free tool that enables banks and commercial real estate companies to calculate cash flows and price yields on commercial mortgage-backed securities.

The move follows a decision made by Bloomberg this year to stop offering Trepp's free cash flow analysis through its Yield Table terminals by April 1.

The TreppTrade Quick Analysis module enables traders, credit analysts and banks in the CMBS market "to agree upon final pricing for their trades," the New York firm explained in a press release. The Quick Analysis module allows users to access various data sets available on the TreppTrade platform, including price bid list management, security analysis and cash flow models.

The module uses live data alongside predefined assumptions such as prepayments and other factors to help institutional buyers price bonds and calculate CMBS cash flows, all of which are free of charge and available in a single screen.

The goal is to make it easier for market participants to agree on bond prices, "and therefore have access to the same model for comparison, irrespective of their internal product platform," said Annemarie DiCola, chief executive officer of the data, analytics and technology provider.


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