Interest Rate Distribution - BANK 2018-BNK15
BANK 2018-BNK15 has 36.4% of its pool with interest rates 4.01 - 4.50.
Chart Summary
BANK 2018-BNK15 has 36.4% of its pool with interest rates 4.01 - 4.50, totaling $345,503,375 in unpaid principle balance according to Edgar sec.gov filings. The reporting period for this information begins 2024-11-13 and ends 2024-12-11.
Prompts
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Summarize Interest Rate Distribution
Summarize the interest rates distribution chart for the BANK 2018-BNK15 collateral pool at issuance. Identify the range of interest rates (e.g., lowest, highest, and most frequent rates). Provide a brief explanation of what this distribution implies about the underlying loans and potential risk factors.
Highlight Outliers
Identify and highlight any outliers in the interest rates distribution chart for BANK 2018-BNK15. Outliers could include unusually high or low interest rates compared to the majority of the pool. Discuss how these outliers could affect the overall risk and performance of the securitization.
Cluster Interest Rates
Cluster the interest rates in the interest rates distribution chart for BANK 2018-BNK15 into three ranges: Low (<4%), Medium (4%-6%), and High (>6%). Provide the percentage of loans in each cluster and discuss how this distribution might impact the deal's expected cash flow and risk profile.
Compare to Market Averages
Compare the interest rates distribution chart for BANK 2018-BNK15 to market averages for CMBS Conduits issued since 2017. Highlight any deviations in the interest rate distribution and explain what this might indicate about the underwriting or borrower quality.
Visualize Weighted Average Interest Rate
Calculate and visualize the weighted average interest rate (WAC) for the interest rates distribution chart in BANK 2018-BNK15. Add an annotation to the chart showing the WAC and compare it to the median interest rate. Explain any differences between the two and their potential implications.
Highlight Risk Concentration
Analyze the interest rates distribution chart for BANK 2018-BNK15 to identify any concentration of loans in higher risk categories (e.g., interest rates >6%). Highlight these in the chart and discuss how this concentration could impact prepayment risk and default likelihood.
Create a Heatmap of Loan Counts
Create a heatmap visualization for the interest rates distribution chart of BANK 2018-BNK15 where the x-axis represents the interest rate ranges and the y-axis represents the count of loans. Use color intensity to represent higher or lower loan counts. Discuss which ranges dominate the collateral pool and their implications.
Generate a Tail Risk Analysis
Perform a tail risk analysis on the interest rates distribution chart for BANK 2018-BNK15. Focus on the loans with the top 10% highest interest rates. Highlight their total percentage of the pool and discuss how these high-interest loans could influence cash flow volatility and default risk.
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