So, if you were actually comparing them at the same scale, Banks & Thrifts would be the highest and are the most concerning. CMBS delinquencies have ramped up quicker, although the most recent spike is mostly one sponsor, the overall trajectory has moved upward faster in CMBS.
Posts
2 comments:
In the case of life companies (which comes from american council of life insurers), 60 days is all that is tracked or reported. Banks & Thrifts don't have a 60 day series. CMBS may be better if it was 60 days and REO though (which is easy to get using a data vendor such as Trepp or Realpoint).
No way to get perfect apples to apples comparison though.
Post a Comment