Stress Testing Your Loan Portfolio

Stress testing is not about predicting a crisis. It ensures that your institution is prepared for one. 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.

KEY WEBINAR TAKEAWAYS

• A stress testing framework that stands up to examiner scrutiny
• Identifying portfolio vulnerabilities before they become capital problems
• The capital impact of adverse CRE and C&I scenarios
• Translating stress results into underwriting, growth, and concentration decisions

BONUS MATERIALS

• Borrower-level stress testing worksheet (CRE and C&I examples)
• Portfolio stress scenario construction guide (moderate and severe frameworks)
• Board-ready Red/Yellow/Green reporting template
• Regulatory expectation checklist
• Implementation roadmap for community institutions

WEBINAR DETAILS

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.