Recalibrating Credit:
How Lenders Are Stress-Testing Core
Underwriting Assumptions for 2026
Credit fundamentals are being re-evaluated as lenders navigate an environment defined by shifting performance trends, limited transaction data, and wider uncertainty around forward cash flows. Foundational underwriting assumptions – ranging from cash flow expectations and timing estimates to capital expense planning and long-term risk premiums – are no longer static inputs but variables requiring greater analytical rigor.
As the industry transitions from a period of rate volatility into a refinancing cycle with less certainty around future performance, the discipline applied to baseline assumptions has become a key focus area for credit and risk teams.
This session will bring together leaders from lending, institutional capital, and market analytics to examine how underwriting assumptions are being recalibrated for 2026. Panelists will discuss which inputs now require more robust sensitivity testing, how updated market intelligence informs forward-looking analysis, and where credit standards have become more conservative relative to prior cycles.
The conversation will also explore how lenders are building adaptability into structures, how they evaluate model uncertainty, and which analytical frameworks help decision-makers maintain conviction when traditional assumptions carry wider outcome ranges.
Discussion topics include:
- Which baseline assumptions now merit enhanced sensitivity analysis as markets evolve?
- How do lenders approach model uncertainty when traditional inputs carry wider potential outcome ranges?
- How are credit standards evolving as lenders incorporate more conservative assumption ranges?
Speakers to be announced.
Wednesday, April 22nd:
Registration: 5:00pm - 5:30pm
Seminar: 5:30pm - 6:30pm
Networking Reception: 6:30pm - 7:30pm
Event Hosted By:
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Registration Rates:
$50 - Members
$100 - Non-Members