CRE Portfolio Concentration & Stress Tester
Measure a CRE loan book against concentration thresholds, stress it, and turn the results into limits.
★ 105 on GitHub0 downloads on LenderSkills
Install it in one line — paste a single command into Claude, ChatGPT or Cursor and it writes the skill into your project.
Free, and about thirty seconds: a work email and a six-digit code.
Downloading shares your name, firm, role, and email with Avi Hacker, J.D.. That introduction is what keeps every skill here free.
What this skill does
Measure a CRE loan book against concentration thresholds, stress it, and turn the results into limits.
When to use it
Use this skill when someone has to answer a portfolio question rather than a loan question: are we concentrated, in what, how much of the book breaks if rates or values move, what happens at the maturity wall, and what do we tell the board. It fits the quarterly concentration package, the annual stress test, a limit-setting or policy refresh, capital planning, examination preparation, and the moment a fast-growing segment starts drawing attention.
What to have ready
- Loan-level extract: borrower and sponsor, property type and subtype, MSA, current balance and unfunded commitment, purpose, rate type and index, current rate, next…
- Capital and allowance: tier 1 capital, the allowance for credit losses attributed to loans and leases, total risk-based capital, risk-weighted assets, and the board's…
- History: the CRE balance 36 months prior, risk-rating migration by segment and vintage, and net charge-off history by segment
- Policy: board-approved concentration limits and sublimits, coverage and leverage floors, interest-only and exception policy, the LTV exception basket balances, and the…
- Scenario inputs: the rate, value, cap-rate, vacancy, and NOI paths the board approved, with the source and date of each
- If any of this is unavailable, say so in the output rather than substituting an estimate. A missing 36-month prior balance means the growth test cannot be run, not that…
How to use it
- Download it with the button above. You'll sign in with a work email — that's how the creator knows who is using their skill.
- Copy the install prompt from the "Run it in Claude" box, and paste it into Claude along with the file. Claude installs the skill, fills in your firm's details where the file has
[BRACKETED]placeholders, and runs a quick test with you. - Then just ask in plain English. Claude picks the skill up on its own when a request matches it. Anything it still needs, it asks you for — it won't invent a number.
"Use the CRE Portfolio Concentration & Stress Tester skill — I've got the loan-level extract."
What you get back
A structured report covering concentration position, segment exposure, maturity ladder and refinance test, sensitivity results, scenario results, actions and limit recommendations, and data gaps. You get it as readable analysis plus the underlying data, so it can feed straight into a memo or another skill.
Good to know
- Output quality tracks input quality. A missing figure is flagged as missing — it is never estimated to fill a gap.
- Every draft is a starting point for your own review, not a finished decision.
- Runs anywhere Claude does: the Claude app, Claude Desktop, or Claude Code.
Legal disclaimer
This skill drafts; it does not decide. Its output is not legal, tax, accounting, appraisal, or investment advice, and using it creates no attorney-client, fiduciary, or advisory relationship. Nothing it produces is a commitment to lend or an offer to sell a security. Verify every number, date, citation, and conclusion against the source documents, and have a qualified professional licensed in the relevant jurisdiction review the work before you rely on it or send it to a borrower, investor, counterparty, or regulator. Laws, rates, and market data change. The final work product is yours.
Inside this skill
The actual file you get. Members can read it in full before saving it.
CRE Portfolio Concentration and Stress Tester
Segment a U.S. CRE loan book, measure it against the supervisory concentration criteria, stress it under sensitivity and scenario tests, estimate rating migration and reserve pressure, and produce a board or ALCO-ready report with limits and actions.
When to Use This Skill
Use this skill when someone has to answer a portfolio question rather than a loan question: are we concentrated, in what, how much of the book breaks if rates or values move, what happens at the maturity wall, and what do we tell the board. It fits the quarterly concentration package, the annual stress test, a limit-setting or policy refresh, capital planning, examination preparation, and the moment a fast-growing segment starts drawing attention. It is written for CRE portfolio managers, credit officers, credit analysts, loan review, and risk staff at U.S. banks and credit unions. It is educational decision support, not legal, tax, investment, accounting, regulatory, or financing advice; ratio construction, call report classification, allowance conclusions, and capital planning belong to your institution, its board, and its primary federal regulator.
What You'll Need to Provide
- Loan-level extract: borrower and sponsor, property type and subtype, MSA, current balance and unfunded commitment, purpose, rate type and index, current rate, next reprice date, interest-only flag and IO expiration, amortization term, maturity date, extension options, recourse, owner-occupied flag, HVCRE flag, risk rating, and most recent NOI, DSCR, LTV, appraised value with effective date, and occupancy
Reading the full skill counts as a download. The contributor receives your name, company, and email.
Ratings & reviews
No written reviews yet. If you run this on a live file, say how it went. The next lender reading this page is deciding whether to trust it.
Examination record
Run it in Claude
- Copy the install command above
- Paste it into Claude, ChatGPT or Cursor
- It writes the skill in, fills in your firm’s details, and test-runs it with you
Prefer the file? The prompt above is for a package you already downloaded.
Details
More from Avi Hacker, J.D.
Imported from their public repository with attribution. Their other skills, and where to find the original, are on their contributor page.