Predictive CRE Credit Intelligence
Live CMBS data. Forward rate curves. AI vulnerability scoring across 6 asset classes and 12 debt products. Stress test your portfolio against rate shocks and default escalation - in real time.
Live Stress Test Simulator
SAMPLE PORTFOLIO6 loans · $140.0M UPB
Predictive Credit Default Swaps (CDS) & Synthetic Debt Stressors: Formulated to evaluate regional bank credit exposures under extreme hyper-scaling infrastructure loan demand scenarios.
Interest Rate Shock
Default Rate Stress Multiplier
Avg DSCR
1.15x
-0.18x
UPB Breached
16%
1 loans
Default Rate
6.07%
+2.02pp
Rate Shock Sensitivity
DSCR & breach % vs rate shock
Default Rate Multiplier Impact
Stressed default rate at +100bps
Charts update live as you adjust the sliders. Green line shows weighted average DSCR; red line shows the percentage of portfolio UPB that breaches the 1.0x DSCR threshold. Brass bars highlight the currently selected default rate multiplier.
This feature is available to beta members.
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Request Beta AccessCapabilities
Full access to the live intelligence stack.
12.00%
Office CMBS now
12.4%
Office 12M forecast
+200bps
Since Q1 2025
25bps
Cut priced through year end 2026
$806B
Matures through 2026
6
Asset classes
12
Debt products
30
Major U.S. markets
Source: Trepp, August 2026. MBA CREF, 2026 maturities. Trepp, August 2026 for the 12M office forecast.
Forward Rate Intelligence
Plots the daily SOFR forward curve and Fed rate cut probabilities 12 months out. 25bps of cuts priced through year-end 2026. Updates every morning at 5am CST.
CMBS Default Tracker
Tracks monthly delinquency across 6 asset classes. Office CMBS at 12.00%, accelerating faster than consensus. Flags escalation before the rating agencies.
Asset Class Vulnerability Scoring
Ranks 6 asset classes from Critical to Low weekly. Office leads distress at 12.00%; industrial and multifamily remain resilient. Anchored to Trepp, MBA, and FRED.
Stress Scenario Engine
Projects default trajectories under base case, plus 50bps, plus 100bps. Outputs at 3, 6, and 12 months. Monte Carlo on debt service coverage by asset class.
AI Credit Signal Feed
Generates 5 ranked credit signals every Monday. Each cites its source. Forward looking, not backward looking.
Portfolio Concentration Map
Layers CMBS delinquency by market across 30 major U.S. markets. Identifies geographic concentration risk across a loan book.
Expected Loss & Relative Value
Converts every default forecast into expected loss: PD x LGD x exposure. Ranks all 6 asset classes and 12 debt products by spread earned per basis point of risk, so capital lands where it is paid for. Office at 12.00% rarely clears its loss.
Credit Policy Intelligence
Upload your credit policy. AI flags which asset classes breach your LTV, DSCR, and concentration thresholds using live market conditions. Covers 6 asset classes and 12 debt products.
Common Questions