Commercial Loan Portfolio Stress Testing

cre stress testing

CRE Stress Testing Built for Banks

As the risk landscape changes, lenders frequently find themselves needing to run a sufficient range of scenarios and analyze the potential impact on specific segments of their portfolio. Filter down to any concentration you wish, set your performance thresholds, and apply the stress that fits your need.

  • Income producing CRE portfolio stress testing – Define your scenarios for interest rate, cap rate, and NOI.  

  • Collateral stress tests – Lower the collateral value and see how it impacts your LTVs.

  • Filter by loan type, location, vintage, NAICS code, and more.

  • Set DSCR and LTV ranges on a test-by-test basis.

  • Generate interactive, deeply insightful stress test reports in real time.

Collateral Valuation and Stress Scenarios

Many banks use spreadsheets to apply stress on individual loans during underwriting and loan review. There is a better way. Not only are things faster and less error prone with Qualtik, but the platform also expands your options for additional analysis, such as applying stress to watch lists and specific concentrations in an efficient and scalable way:

  • Analysis for new applications and loan reviews

  • Run numerous stress scenarios quickly, including vacancy stress, rent stress, expense stress, and more.

  • Apply stress to all loans in a specific concentration and answer questions from board members and regulators, with professional reports.

  • Use Qualtik’s interactive dashboards to drill into results and learn more.

screenshot of example CRE stress testing results
cre stress testing

Collateral Stress Testing for Commercial Loans 

The OCC recommends stressing collateral values on commercial loans. Does it make sense to apply an even stress across all concentrations? Our customers typically say no.

Apply filters to focus on specific concentrations, apply the LTV parameters and stress criteria quickly, and generate professional reports.

  • Drill into individual loans with just a click.

  • Generate reports for management or your board of directors from multiple perspectives in moments.

  • Quickly generate reports whenever conditions change.

Jeff Wilkinson, Chairman & CEO, Keystone Bank


“Regulatory agencies are strongly encouraging banks to beef up their stress testing. Not only does Qualtik provide a solution banks need, its platform is financially attainable to community banks and commercial investors.”
Jeff Wilkinson, Chairman and CEO, Keystone Bank

How do you get my data in?

Qualtik is designed to be an easy step from your current systems and processes, and to add value immediately. Data is imported using the same methodology lenders already use to pull data from their core systems into spreadsheets.
Download our white paper on data management to learn more.

What about integrations?

Whether you have a data warehouse solution or not, no matter how many systems your data resides in, you can use Qualtik for commercial portfolio analysis. No integrations needed.