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1Fix the driver behind crashes, sound loss and screen glitches2Repair Windows errors before they cause bigger problems3Scan for outdated or missing drivers - takes under a minuteAssess a bank’s commercial real estate (CRE) exposure by defining which loans depend on property-market performance, measuring those loans against capital and tracking their growth, then examining the underlying property, borrower, market, maturity and credit-quality risks. A headline concentration ratio is a screening signal—not a verdict on whether a bank is safe. The risk depends on what is in the portfolio and whether the bank has the capital, controls, reserves and funding capacity to manage it.
Start by defining which loans count as CRE
Do not assume that every loan secured by commercial property carries the same CRE risk. The interagency guidance focuses on loans whose primary repayment source is property cash flow or the sale, refinancing or permanent financing of the property, and whose risk is sensitive to general CRE market conditions.
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That definition generally includes land development and construction loans, other land loans, multifamily loans, qualifying nonfarm nonresidential property loans, and certain REIT or developer exposures closely tied to CRE markets. In contrast, a nonfarm nonresidential loan primarily repaid from the ongoing operations of the property owner or an affiliate is excluded from the guidance’s CRE definition, even when commercial property secures it. The repayment source matters: collateral alone does not establish that a loan is exposed to property-market risk in the same way as a property-dependent loan.
For a consistent starting point, the OCC’s Commercial Real Estate Lending handbook points to loan categories in Call Report Schedule RC-C for supervisory calculations. Regulatory categories are useful for screening, but they can combine loans with different risk characteristics. Record the exact categories and definition used, especially if you are comparing banks or reporting periods. (Federal Reserve, FDIC and OCC, Interagency Guidance on Concentrations in Commercial Real Estate Lending; Sound Risk-Management Practices, December 6, 2006; OCC, Commercial Real Estate Lending, Comptroller’s Handbook, version 1.1.)
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Keep the definition consistent
When calculating a ratio or measuring growth, use the same portfolio definition throughout the period. If a bank’s reported CRE total changes because its categories or classification method changed, that is not necessarily loan growth. Note any definition differences rather than comparing unlike totals as if they were equivalent. For a closer view, split the reported total into meaningful segments instead of relying on one aggregate.
Calculate concentration and growth relative to capital
The interagency guidance identifies two indicators that may prompt further supervisory analysis. Both compare CRE lending with total risk-based capital:
| Screening indicator | Calculation | What it signals |
|---|---|---|
| Construction and land indicator | Construction, land development and other land loans equal 100% or more of total capital. | A construction and land concentration that may warrant additional analysis. |
| Broader CRE indicator | Total CRE loans, as defined in the guidance, equal 300% or more of total capital, together with CRE portfolio growth of 50% or more during the prior 36 months. | A combination of high CRE concentration and rapid portfolio growth that may warrant additional analysis. |
These are preliminary supervisory indicators from the federal banking agencies’ 2006 guidance, not lending limits, safe harbors or a complete test of risk. The guidance explicitly does not establish a CRE concentration limit that applies to all institutions. A bank below an indicator can still have a consequential office, geographic, borrower or construction concentration, weak underwriting or inadequate controls. A bank above an indicator may have mitigating portfolio characteristics and strong management. (Federal Reserve, FDIC and OCC, December 6, 2006; Federal Reserve, Commercial Bank Examination Manual, February 2026.)
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- Identify the numerator. State which loan categories you counted as CRE and, separately, which you counted as construction, land development and other land loans. Use the selected reporting categories consistently.
- Identify the denominator. Use total risk-based capital for the supervisory ratios described above. State the reporting date and the capital figure used; do not silently substitute a different capital measure.
- Calculate each ratio. Divide the relevant loan balance by total risk-based capital and multiply by 100. For example, if CRE loans are $600 million and total risk-based capital is $200 million, the ratio is 300%. This is an arithmetic illustration, not a bank-specific finding.
- Measure 36-month growth consistently. Compare the CRE balance at the end of the period with the balance 36 months earlier, using the same CRE definition at both dates. The percentage change is the difference between the two balances divided by the earlier balance, multiplied by 100.
- Show the trend, not only the latest figure. Present the ratio and underlying loan and capital balances across several reporting dates where available. Explain whether a ratio rose because CRE loans grew, capital declined, or both.
A ratio can increase even when a bank’s CRE loans are flat if its capital falls. Conversely, a growing CRE balance may produce a less dramatic ratio if capital also rises. Showing both numerator and denominator makes the change interpretable. Avoid comparisons built from different loan definitions, reporting periods or capital measures. (Federal Reserve and OCC supervisory materials cited above.)
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Look inside the portfolio for shared risks
A bank-wide CRE ratio can conceal loans that are vulnerable to the same shock. Break the portfolio into segments that explain where repayment depends on property conditions, and disclose the categories used. The interagency guidance calls for analysis suited to the institution’s portfolio and risk profile; it does not make a single aggregate ratio a substitute for that work.
- Property type: Separate office, multifamily, retail, industrial, hotel, construction and development, and other material categories where the data allow. Do not treat every property type as interchangeable.
- Geography and local economic dependence: Identify concentrations in markets that may share economic or property-market pressures. A diversified national footprint can still contain a significant local concentration.
- Borrowers, developers and tenants: Look for multiple loans tied to the same borrower or developer, large tenant, or tenant industry. Different properties may share a repayment risk if they depend on the same tenant or economic activity.
- Loan purpose and structure: Distinguish construction, short-term bridge and permanent financing, along with fixed-rate and adjustable-rate structures. These loans can face different cash-flow and refinancing pressures.
- Maturities and refinancing: Map loans coming due over time and identify those whose repayment depends on property sale, refinancing or permanent financing. A loan balance that is current today may still face a repayment challenge at maturity.
- Credit quality and terms: Review risk ratings and rating changes, delinquencies, nonaccruals and classifications, modifications, policy exceptions, loan-to-value ratios (LTV) and debt-service coverage. Consider how these indicators differ by property type, location and maturity.
Segmentation should reveal shared risk drivers rather than obscure them. Avoid dividing a portfolio into arbitrary small groups that make concentrations appear insignificant. If data are only available at a broad level, state that limit and do not imply a more detailed assessment than the disclosures support. (Federal Reserve, FDIC and OCC, December 6, 2006; Federal Reserve, Supervisory Developments, June 2026 Supervision and Regulation Report.)
Test what could happen at maturity
For loans that depend on a sale or refinancing, ask whether the property’s cash flow and value could support repayment under changed conditions. A bank’s CRE exposure is not assessed fully by checking whether borrowers are currently paying; the maturity schedule and the source of expected repayment matter too.
The interagency guidance calls for portfolio-level stress tests or sensitivity analyses that quantify potential effects on asset quality, earnings and capital. Scenarios should fit the portfolio’s size, complexity and risk, and can examine changes in:
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- rents and vacancies;
- property values and capitalization rates;
- borrower cash flow and debt-service capacity;
- interest rates; and
- the availability of refinancing.
For a practical review, connect each scenario to the segments it affects: for example, a refinancing-availability shock to loans approaching maturity, or a rent-and-vacancy shock to properties dependent on tenant income. Look for whether the bank identifies the resulting credit, earnings and capital effects. A statement that a bank conducts stress testing is less informative than a description of whether the analysis captures the risks in its actual portfolio. The guidance does not prescribe one universal scenario or result. (Federal Reserve, FDIC and OCC, December 6, 2006.)
Assess underwriting, oversight and capacity to absorb losses
Concentration describes the amount and distribution of exposure; it does not by itself establish whether the bank can manage that exposure. Review whether the bank’s controls are commensurate with the portfolio’s size, complexity and risk.
Governance and credit controls
- Does the board and management oversee CRE risk, and do portfolio systems and market analysis provide useful, timely information?
- Do credit standards evaluate collateral value, borrower equity and net worth, property cash flow, and debt-service coverage?
- Do policies set measurable limits by property type and loan structure, and are exposures monitored against them?
- Are exceptions limited, approved, documented and reported? A rising or concentrated pattern of exceptions deserves attention alongside the written policy.
- For construction lending, do reviews monitor disbursements, construction progress, presales or preleasing, and the borrower’s continuing equity?
- Are risk ratings reviewed and updated, and do reports make changes in classifications, delinquencies and modifications visible?
Capital, reserves and funding
Do not apply a single universal capital add-on to every concentrated bank. The Federal Reserve’s Commercial Bank Examination Manual says the assessment considers the inherent risk of a bank’s CRE portfolio alongside management expertise, historical performance, underwriting, risk-management practices, market conditions and any reserves allocated for CRE concentration risk. The relevant question is how capital and loss-absorbing capacity fit the bank’s risk profile, not simply whether the concentration ratio is above or below one indicator.
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Review credit-loss allowances and their relationship to portfolio quality and the risks identified. Also consider liquidity and funding: the FDIC’s December 18, 2023 advisory emphasizes that liquidity and funding risks can compound lending risks at CRE-concentrated institutions, alongside the importance of strong capital, appropriate credit-loss allowances and robust credit-risk management.
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Diversification, presales or take-out commitments, and the ability to sell or securitize loans may mitigate risk. Treat these as mitigants, not as a reason to erase or omit the measured exposure. A mitigation is only useful to the extent it is credible for the loans and conditions being assessed. (Federal Reserve, February 2026; FDIC, Advisory: Managing Commercial Real Estate Concentrations in a Challenging Economic Environment, December 18, 2023; OCC, Concentrations / Portfolio Management.)
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.Put current supervisory context in perspective
The Federal Reserve’s June 2026 Supervisory Developments 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 attributes that observation to internal supervisory databases, so it is not a public bank-by-bank statistic and should not be presented as one.
The same report says CRE delinquencies remain above their averages from the previous decade and that demand for office space had not returned to pre-pandemic levels. It identifies office and multifamily as supervisory focus areas and says supervisors are monitoring delinquencies and modifications, underwriting, classifications, and credit-loss reserve methodologies and levels. The report does not provide a numeric CRE delinquency rate in the information cited here. These sector-wide observations help frame the questions to ask of a particular bank; they do not establish that bank’s own performance.
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Compare banks on consistent terms
To compare two or more banks, align the definitions, reporting dates and periods before ranking ratios. Then compare the risk profile on several dimensions rather than treating the largest CRE-to-capital figure as the whole answer.
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| Comparison area | What to examine |
|---|---|
| Concentration and growth | CRE-to-capital and construction-to-capital ratios, the underlying balances and total risk-based capital, and CRE growth over the same 36-month period. |
| Portfolio composition | Property types, geographies, borrowers, developers, large tenants and tenant industries. |
| Credit quality | Risk ratings and migration, delinquencies, nonaccruals, classifications, modifications and policy exceptions. |
| Repayment and maturities | Loan structures, maturity and refinancing exposure, and dependence on property sale or refinancing. |
| Risk management | Underwriting, oversight, stress-test quality and whether identified risks are reflected in controls. |
| Loss absorption and funding | Capital, credit-loss allowance coverage, and liquidity and funding capacity. |
| Management and business model | Management capability and the context needed to understand why the institutions’ portfolios differ. |
Explain business-model differences before interpreting a ranking. Official guidance recognizes that CRE risk varies across loan types and that manageable concentration levels depend on portfolio characteristics, management and capital. A comparison that accounts for these differences is more informative than a league table built from one ratio. (Federal Reserve, FDIC and OCC, December 6, 2006; Federal Reserve, June 2026; FDIC, December 18, 2023.)
Apply the framework to a specific bank
This framework cannot establish the condition of an unnamed bank. A bank-specific assessment requires its applicable quarterly regulatory filings and published financial disclosures, including enough detail to examine portfolio composition, maturities, credit quality, reserves and risk management. If a disclosure does not break out office loans, for example, the total CRE balance cannot establish how exposed that bank is to office property. State what the available figures show and what they do not resolve.
A useful conclusion keeps three findings distinct: the scale and direction of exposure relative to capital; the particular property, borrower, market and maturity risks within the portfolio; and the evidence about the bank’s ability to manage and absorb those risks. A supervisory indicator can prompt closer review, but none of those findings should be substituted for the others.
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