NEW YORK--(BUSINESS WIRE)--As Kroll Bond Rating Agency (KBRA) has noted in the past few editions of CMBS Trend Watch this summer, it is becoming increasingly prevalent to see deals with meaningful exposures to lower leverage loans that skew a pool’s overall credit metrics. As a result, we decided to take a closer look at the issue of Credit Bar-Belling. To further explore credit bar-belling, KBRA first examined each of its 101 rated conduits to identify which of the underlying loans have credit
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