Debt Valuation Market Update Q2 2022

The purpose of this report is to present changes in lending markets across key property types for use in marking debt to market for financial reporting. The Chatham fixed- and floating-rate indices for each property type represent how coupon rates and spreads have changed. For the second quarter...

In this webinar, John Kjelstrom will moderate a panel of experts (Chase Schmitt, Jaran Burt, and Heather Danchik) discussing the intersection of accounting principles, current capital markets conditions, and valuation techniques.

John Kjelstrom, an active member of NCREIF and current Vice Chair of the NCREIF-PREA Reporting Standards Council, facilitated a panel discussion on transparency and consistency in real estate reporting at the recent NCREIF Spring Conference.

Credit spreads shown are averages based on market rate conclusions for independent debt valuations conducted as of June 30, 2023. The market spread for an individual loan may vary based on property and loan characteristics, including, but not limited to, location, tenant profile, cash flow, and...

Since Friday, March 10, we’ve observed the distress of two banks, Silicon Valley Bank and Signature Bank, which have both been placed into FDIC receivership. The FDIC has taken the step of guaranteeing the deposits of both banks above the legislated $250K per account limit, and the Federal Reserve has demonstrated further commitment to ensuring bank liquidity by establishing the Bank Term Funding Program.

Announcements made by the FCA, IBA, ISDA, and Bloomberg in 2021 stated that LIBOR’s final publication would occur on June 30, 2023. Loans indexed to LIBOR will transition to SOFR automatically following this date. In light of the announcement to discontinue LIBOR, many of our clients have...

In this webinar Jaran and Drew will highlight the key drivers of debt valuation for first quarter 2022. They will also cover lending markets and the mark-to-market impact.

Debt valuation has long been a topic of debate among entities required to report fair value. Because of varied interpretations of accounting standards, methodologies for valuing debt have ranged from simply reporting the remaining principal balance to an application of complex algorithms. This...