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Even a small jump in floating-rate debt can squeeze cashflow, pressure debt service coverage ratios (DSCR), and put covenants at risk. With rates sometimes moving quickly, you need a clear view of how rate changes flow through your portfolio and when to act.
CRE operators are getting ahead by reviewing exposures, modeling rate paths, and setting clear hedging triggers. Waiting until a rate cap expires or loan reprices often means higher costs and fewer options.
This checklist will help your team get organized and make informed decisions on rate protection. It walks through each step, from identifying unhedged positions to running scenario models and executing swaps or caps, so you can move decisively when conditions change.
Download the checklist for tips and best practices on:
✓ Strategy: Define hedging goals tied to cashflow, covenants, or IRR.
✓ Exposure: Map floating-rate exposure across loans, maturities, and resets.
✓ Analysis: Run scenario modeling to test cashflow and DSCR under different rate paths.
✓ Action: Set clear triggers and prepare your team to execute when conditions change.
