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Assess a bank’s commercial real estate (CRE) exposure by first defining which loans belong in the portfolio, then measuring their size and growth relative to capital, and finally examining property and borrower concentrations, refinancing risk, credit quality, and the bank’s ability to manage losses. A headline CRE-to-capital ratio is a screening measure—not a verdict: the same ratio can represent very different risks depending on what the bank lent against, when loans mature, and how strong its underwriting, reserves, capital, liquidity, and controls are.
Start by deciding which loans count as CRE
Do not treat every loan secured by a commercial property as equivalent exposure to a property-market downturn. The federal banking agencies’ December 6, 2006 Interagency Guidance on Concentrations in Commercial Real Estate Lending; Sound Risk-Management Practices focuses on loans whose primary repayment source is property cash flow, a property sale, refinancing, or permanent financing—and whose risk is sensitive to the broader CRE market.
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The guidance’s CRE categories include land development and construction loans, other land loans, multifamily loans, qualifying nonfarm nonresidential property loans, and certain real estate investment trust (REIT) or developer exposures closely linked to CRE markets. By contrast, a nonfarm nonresidential loan primarily repaid from the ongoing operations of the property owner or an affiliate is excluded under the guidance, even when real estate secures it. That distinction separates property-market-dependent repayment from business cash flow that happens to be collateralized by property.
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For a consistent starting point, the Office of the Comptroller of the Currency’s Commercial Real Estate Lending Comptroller’s Handbook, version 1.1, points examiners to Call Report Schedule RC-C loan categories for supervisory calculations. Regulatory reporting categories make screening and comparison more consistent, but they can group loans with different risk profiles. Record the exact reporting lines and inclusion rules used; otherwise, a change in the ratio could reflect a changed definition rather than a changed portfolio.
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- Keep the supervisory CRE calculation distinct from a broader internal view of property-secured lending.
- State whether each included category is based on the loan’s collateral, repayment source, purpose, or the guidance’s reporting definition.
- When comparing periods or banks, use the same categories and treatment of borderline exposures throughout.
After establishing the regulatory measure, build a more granular view for risk analysis. Segment the loans by property type and use, location, borrower or developer, loan purpose, financing structure, risk rating, loan-to-value (LTV), debt-service coverage (DSC), and policy exceptions. Do not create arbitrary tiny categories that make a material common exposure disappear from view.
Calculate the concentration ratios and their trend
The interagency guidance identifies two preliminary indicators that may warrant additional supervisory analysis. Use total risk-based capital as the denominator and show exactly which loans form each numerator.
| Screening indicator | Calculation | How to interpret it |
|---|---|---|
| Construction, land development, and other land concentration | Construction, land development, and other land loans ÷ total risk-based capital | 100% or more is an interagency indicator for further analysis. |
| Broader CRE concentration and growth | Total CRE loans, as defined in the interagency guidance, ÷ total risk-based capital; assess alongside portfolio growth during the prior 36 months | 300% or more of capital together with CRE portfolio growth of 50% or more over the prior 36 months is an indicator for further analysis. |
These are supervisory screening criteria, not lending limits, safe harbors, or a complete test of safety. The guidance does not set one CRE concentration limit for all institutions. A bank below either indicator can still have a substantial office, construction, borrower, tenant, or local-market exposure, weak underwriting, or inadequate risk controls. A bank above an indicator may have mitigating features and effective management. The ratio identifies a reason to investigate, not the answer to whether the risk is acceptable.
Measure growth on a like-for-like basis
For a 36-month growth calculation, compare the CRE balance at the end of the period with the balance at its beginning, using the same portfolio definition at both dates. A standard calculation is: (current balance − balance 36 months earlier) ÷ balance 36 months earlier. State the dates and definition. If the beginning balance is zero or otherwise makes a percentage growth rate uninformative, explain that limitation rather than presenting a misleading percentage.
Show the current ratio alongside its trend across several reporting dates. A CRE-to-capital ratio can rise because loans increased, because capital declined, or because both changed. Report the numerator and denominator separately so readers can distinguish those causes. Do not compare ratios based on different loan definitions or capital measures.
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Use filings consistently
For an individual institution, obtain the applicable quarterly regulatory filings and published financial disclosures. Map the reported loan categories to the calculation, preserve the same mapping across quarters, and identify any adjustments. The OCC handbook points to Schedule RC-C as a supervisory starting point; it does not make every RC-C category interchangeable with the guidance’s CRE numerator. Disclose the chosen lines and treatment so another analyst can reproduce the calculation.
Look beyond the headline number
A single CRE percentage hides whether a bank has many diversified loans or a smaller number of exposures that could be hit by the same shock. Break the portfolio down by the drivers that determine repayment and loss. Compare both dollar balances and shares of CRE, and, where useful, the exposure relative to capital.
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|---|---|---|
| Property type | Office, multifamily, retail, industrial, hotel, construction and development, and other relevant types | Different property sectors respond differently to shifts in demand, rents, occupancy, and property values. |
| Geography | Markets, regions, and local economic dependencies | Borrowers in one area may share exposure to the same local economic conditions. |
| Borrower and tenant | Largest borrowers and developers, major tenants, and tenant industries | Several loans can depend on the same sponsor, tenant, or industry even when they are on separate properties. |
| Loan purpose and structure | Construction, short-term bridge, or permanent financing; fixed or adjustable terms | Financing structure affects cash flow, exposure to rate changes, and reliance on a sale or refinancing. |
| Maturity and repayment | Maturity dates and refinancing windows; reliance on sale, refinancing, or take-out financing | Loans due in the same period may encounter the same tighter credit conditions or weaker property market. |
| Credit condition | Risk ratings and migration, delinquencies, nonaccruals, classifications, modifications, policy exceptions, LTV, and DSC | These indicators help show whether repayment capacity or collateral protection is weakening before a loss is realized. |
Assess office exposure specifically
To determine how exposed a bank is to office loans, identify its office-property balance using a consistent definition, then place that amount in context: share of total CRE, share of capital, geographic mix, borrower and tenant concentration, loan maturities, and current credit indicators. A bank-wide CRE ratio cannot tell you the office share. Nor does an office label alone reveal repayment capacity: examine property cash flow, occupancy and tenant dependence where disclosed, LTV, DSC, risk-rating changes, modifications, and the dates when refinancing is needed.
The Federal Reserve’s June 2026 Supervisory Developments, June 2026 Supervision and Regulation Report identifies office and multifamily as supervisory focus areas. It says office-space demand had not returned to pre-pandemic levels and that supervisors were monitoring delinquencies and modifications, underwriting, classifications, and credit-loss reserve methodologies and levels. These observations establish supervisory concerns, not the condition of any particular bank’s office book.
Test maturities and refinancing risk
A CRE loan can be refinanced at maturity only if a new lender—or the existing lender—will provide financing on terms the borrower can support. The bank’s exposure depends not just on the contractual maturity date, but on whether the property’s cash flow and value can support refinancing when the loan comes due. A borrower may need to inject equity, sell the property, or restructure the debt if the new loan is smaller or more expensive.
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Build a maturity schedule that shows balances due by period and distinguishes construction, bridge, and permanent loans. Identify loans whose repayment plan depends on a sale, refinancing, or permanent financing, then compare those maturities with property type, geography, borrower, and credit condition. This makes it easier to see whether a large share of the portfolio relies on the same refinancing window.
Assess whether the bank tracks borrower cash flow, current property value, LTV, DSC, repayment plans, and the availability of refinancing as maturity approaches. A stated maturity schedule does not establish that a loan will be refinanced, and a loan that has not yet matured may still face declining repayment capacity. Avoid assuming that every borrower can extend or refinance on the original terms.
Evaluate credit quality and underwriting
Read asset-quality indicators as a pattern, not as isolated counts. Consider how risk ratings have moved over time, whether delinquencies or nonaccruals are increasing, which loans have been classified or modified, and whether exceptions to policy are concentrated in particular property types, markets, or sponsors. A modification is relevant context for repayment and risk; it should not be treated automatically as proof of either a final loss or a successful resolution.
Review the underwriting evidence behind the balances: collateral valuation, borrower equity and net worth, property cash flow, DSC, LTV, and the assumptions used to support repayment. Check whether exceptions are limited, approved at the appropriate level, documented, and reported. For construction lending, look for monitoring of disbursements and project progress, presales or preleasing, and the borrower’s continuing equity. Strong origination standards matter less if ongoing monitoring does not detect that project conditions or repayment assumptions have changed.
Judge stress testing, capital, reserves, and liquidity together
Ask what a plausible stress would do
The interagency guidance calls for portfolio-level stress testing or sensitivity analysis that quantifies how changing conditions affect asset quality, earnings, and capital. The analysis should match the portfolio’s size, complexity, and risk, and should test shared sensitivities such as:
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- Lower rents or higher vacancies.
- Lower property values or higher capitalization rates.
- Weaker borrower cash flow or higher interest rates.
- Reduced availability of refinancing.
Look for results by material portfolio segment, not just a single institution-wide outcome. A useful test connects the scenario to credit deterioration, potential losses, earnings, and capital, and makes clear which assumptions drive the result. The existence of a stress-testing process alone does not demonstrate that it captures the bank’s main concentrations.
Assess capital and credit-loss allowances against the risk
Do not apply a single universal capital add-on or infer adequacy from the CRE ratio alone. The Federal Reserve’s Commercial Bank Examination Manual, February 2026, says CRE capital assessment considers inherent portfolio risk alongside management expertise, historical performance, underwriting, risk-management practices, market conditions, and reserves allocated for CRE concentration risk. A practical review asks whether capital and credit-loss allowances are credible in light of those risks and the bank’s stress analysis.
The FDIC’s December 18, 2023 advisory, Managing Commercial Real Estate Concentrations in a Challenging Economic Environment, also emphasizes strong capital, appropriate credit-loss allowances, robust credit-risk management, and attention to liquidity and funding risk. Evaluate those elements together: property-credit stress can matter more if the bank also faces pressure to meet funding needs.
Review liquidity and mitigants without netting away the exposure
Assess whether funding and liquidity conditions could compound lending risk, especially when material loan maturities or funding needs coincide. Diversification, presales or take-out commitments, and the ability to sell or securitize loans can mitigate a concentration. Describe each as a risk mitigant and assess its reliability; do not use it to erase or relabel the measured loan exposure.
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Do not rank two banks on CRE-to-capital alone. First align the reporting periods, loan definitions, and capital denominator. Then compare the concentration, its composition, the direction of credit trends, the maturity profile, and the bank’s capacity to manage risk. Explain business-model differences before drawing a conclusion: supervisory guidance recognizes that appropriate concentration levels depend on portfolio characteristics, management, and capital.
| Comparison area | Evidence to line up across banks |
|---|---|
| Scale and growth | CRE-to-capital, construction-to-capital, loan balances, and growth over the same 36-month period |
| Concentration | Property type, geography, major borrowers or developers, tenants, and industries |
| Credit and refinancing | Risk-rating migration, delinquency, nonaccruals, classifications, modifications, maturities, and reliance on refinancing |
| Controls and capacity | Underwriting and exception trends, stress-test quality, capital, credit-loss allowances, liquidity and funding, and management capability |
If a value is not disclosed or cannot be aligned, identify it as unavailable rather than infer it from a different metric. A comparison is strongest when it separates measured exposure from the quality of the controls intended to manage it.
Put the current supervisory picture in context
The Federal Reserve’s June 2026 supervision report says: “As of 2025 Q4, most CBO and RBO banks have lower levels of past due and classified loans than their average over the previous 10 years.” The report also says CRE delinquencies remain above their averages from the prior decade. It attributes the bank-condition observation to internal supervisory databases, so it is not a public bank-by-bank statistic and should not be used to infer the condition of a named institution. The report does not state a numeric CRE delinquency rate in the material cited here.
For a bank-specific assessment, use that bank’s own applicable quarterly regulatory filings and published financial disclosures. Supervisory sector observations can frame the questions to ask, but they cannot substitute for the institution’s portfolio data.
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- Fix the scope. Define the CRE numerator using the interagency guidance and document the Call Report lines and any treatment of included or excluded exposures.
- Calculate both indicators. Divide construction, land development, and other land loans by total risk-based capital; separately divide total guidance-defined CRE loans by that capital.
- Establish the trend. Calculate three-year CRE growth using a consistent definition and compare ratios across several reporting dates. Show loan balances and capital separately.
- Disaggregate the book. Break out property, geography, borrower, tenant, financing structure, maturity, risk rating, LTV, DSC, and policy exceptions.
- Inspect repayment pressure. Identify delinquent, nonaccrual, classified, modified, and downgraded exposures, then map them against upcoming maturities and refinancing dependence.
- Test the controls and capacity. Review underwriting, monitoring, stress analysis, capital, credit-loss allowances, liquidity, funding, and management oversight against the actual risk profile.
- State a bounded conclusion. Separate the measured concentration from the mitigating controls and unresolved data gaps. Do not call a bank safe or unsafe from one ratio or from sector-wide observations.
What the assessment can—and cannot—establish
The framework can show how large a bank’s CRE exposure is relative to capital, how it is distributed, and whether available evidence suggests pressure in credit quality, refinancing, or risk management. Without bank-specific portfolio, maturity, credit-grade, reserve, and stress-test data, it cannot establish the risk condition of an unnamed bank. A credible conclusion should therefore name the measures reviewed, the period covered, the bank-specific evidence available, and the limits of what that evidence supports.
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