sensitivity-stress-test

Convert base-case CRE underwriting into sensitivity grids, tornado charts, and stress-test outputs.

43|13|Updated Mar 17, 2026

Search Tags:#stress-testing #risk-analysis #sensitivity #monte-carlo #cre #dscr #investor-memo

Ready to run

npx skills add https://github.com/mariourquia/cre-skills-plugin --skill sensitivity-stress-test

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: sensitivity-stress-test
Source: https://github.com/mariourquia/cre-skills-plugin/tree/main/skills/sensitivity-stress-test
Command: npx skills add https://github.com/mariourquia/cre-skills-plugin --skill sensitivity-stress-test

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

This Skill enables real estate investment teams to convert flat base-case underwriting into a structured sensitivity and stress-testing framework, revealing how close deals are to failure and where value is created or destroyed.

Core Features & Use Cases

Two-way sensitivity grids to show IRR shifts across key variables like exit cap and rent growth.
Tornado/charts to rank input impact and identify primary risk drivers.
Breakeven and covenant analysis to assess capital risk and lender thresholds.
Monte Carlo reference to generate distributions and probability-weighted outcomes for investor memos.

Quick Start

Start a full sensitivity-stress test on the current base-case model to produce the IRR grid, tornado ranking, and covenant risk outputs.

Frequently Asked Questions about sensitivity-stress-test

High-intent search queries and answers about installing and using this skill.

FAQPage Schema

How do I run a sensitivity stress test on commercial real estate underwriting?▼

To run a sensitivity stress test on commercial real estate underwriting, apply a formal methodology to your base-case model to generate IRR sensitivity grids, tornado rankings, and covenant risk outputs for investor memos. It converts flat deal-level underwriting into structured risk outputs.

What is a two-way sensitivity grid for CRE investment risk analysis?▼

A two-way sensitivity grid for CRE investment risk analysis maps IRR shifts across key variables like exit cap and rent growth. It reveals how close deals are to failure and identifies where value is created or destroyed under varying market conditions.

How do I calculate breakeven points and check DSCR covenants for a CRE loan?▼

To calculate breakevens and check DSCR covenants for a CRE loan, apply structured stress scenarios to your base-case model. This assesses capital risk against lender thresholds and outputs the results for executive summaries and investment committee appendices.

Can I generate Monte Carlo probability distributions for a real estate investor memo?▼

Yes, you can generate Monte Carlo references to produce probability-weighted outcome distributions for a real estate investor memo. This applies structured stress-testing to base-case underwriting to reveal the probability of various return outcomes.

What is the best way to identify primary risk drivers in a real estate acquisition model?▼

The best way to identify primary risk drivers in a real estate acquisition model is by generating tornado charts. These rank input variables by their impact on returns, isolating exactly where value is created or destroyed across the deal.

Does this stress testing approach work for portfolio-level CRE scenarios or only individual deals?▼

This stress testing approach works for both individual deals and portfolio-level CRE scenarios. It applies formal methodology with a base case, multiple stress scenarios, and DSCR covenant checks to generate outputs suitable for investment committee appendices.

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