medium · Asset-Backed Securities asset-nuances

In the commercial mortgage-backed securities (CMBS) market, what is 'Defeasance'?

  1. The substitution of the mortgage collateral with a portfolio of government securities that replicate the loan's cash flows
  2. The reduction of a delinquent loan's outstanding principal balance in exchange for a higher stated interest rate
  3. The legal process of foreclosing on the mortgaged property and selling it at auction through a court-appointed special servicer
  4. The regulatory requirement that a designated B-piece buyer retain its purchased first-loss investment for a minimum of five years

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