In addition, these decision-makers needed a way to acquire a clear understanding of underlying US market-cycle differences – trending between asset types and their exogenous influencers, to properly adjust loan risk factors that normally indicate default.

This would provide a level of assurance – internally and eternally that the collateral within the instrument’s tranches could remain credit worthy and revenue-continuous, thru the bond’s maturity.

Because the CDO – or super bond’s financial value relied on uninterrupted payment of debt as a means of sustaining its bond class rating and subsequent promise of a return to corporate investors, the truth of status changes was paramount. Wall Street or “the street” is very mindful of reporting accurately for their corporate investors – especially in a post-Lehman, Enron, WorldCom era – to avoid any ugly, ripple, market effects.

Data that juxtaposed potential default-risk profile reporting metrics – against macro-economics, afforded a peek at potential consequences from uncontrollable changes upon CRE, and for CBF this data performed two important validations:

The success of initial investment decisions – made to issue debt against the commercial real estate’s value (private)

Proper structuring for the asset’s underlying tranche revenue streams – created by the initial debt issuance, and necessary to sustain a healthy investment class, maintain good credit ratings, and hold value. In turn, this kept the REIT in good standing with “The Street” analysts, the investor, and ultimately the exchange as a viable investment firm (public)