Does anyone have a template or a spread sheet they are willing to share on stress testing? It is something we are looking to do and not sure how to get started. Any help would be great. The specific area is our CRE portfolio.

We have been dealing with stress testing on individual CRE loans for the past two years.

First you must decide what types of loans need what types of stress testing. Yes, you should even state the obvious- fixed rate loans do not need interest sensitivity testing!

We broke ours out into existing structures that are leased to related interests and those leased to non-related tenants. Single family home contruction and all other construction and land development loans.

We then broke each category down into any loan term that requires interest rate sensitivity testing and the actual basis point spread we would test with. We also stated vacancy and rental rate testing parameters.

Hope this helps give you some ideas to start with.