hard · Asset-Backed Securities

A CMBS conduit trust holds a $20M loan that has defaulted. The master servicer has advanced $1M in interest. A new appraisal values the property at $14M, and liquidation expenses are estimated at 10%. Calculate the Appraisal Reduction Amount (ARA) used to determine the reduction in subsequent interest advances.

  1. $8.40M
  2. $7.40M
  3. $7.00M
  4. $6.00M

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