Stress Testing Your Loan Portfolio

Rising refinancing pressure, commercial real estate repricing, and margin compression are exposing new credit vulnerabilities that history alone cannot explain. In this presentation, we will explore how to construct meaningful scenarios, identify high-risk borrowers, model potential portfolio losses, and communicate results with clarity. Discover a practical framework for stress testing and leave equipped to meet regulatory expectations and board demands.

Commercial real estate repricing, refinancing pressure, and margin compression in C&I portfolios are creating forward-looking credit risk that historical loss data alone will not capture. Although formal stress testing requirements do not apply to most community institutions, regulators expect disciplined, proportionate, and defensible frameworks — particularly where concentrations exist. More importantly, boards expect leadership to understand how adverse conditions could affect earnings and capital. This program will provide a practical roadmap for designing stress tests that matter. Participants will learn how to construct credible scenarios, identify vulnerable borrowers, model portfolio loss exposure, and clearly communicate capital impact to senior management and boards.

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