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Credit Losses Are Catching Up with Two Years of Rate Shock
At a major US risk management conference, a senior banking executive warned that credit stress from recent rate hikes is only now beginning to surface. Delayed impacts, refinancing risk, and evolving modeling approaches are reshaping how banks prepare for the next phase of the credit cycle.
Jan 09, 2026
Center for Financial Professionals , ,
Tags:
Credit Risk
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- Credit stress from recent rate hikes is only beginning to
surface
- Defaults and rating migration signal deeper structural
pressures
- Commercial real estate faces major refinancing risk as loans
mature
- Different sectors absorb rate shocks at different speeds
- Stress testing is expanding to capture a wider range of
scenarios
- Models are shifting toward cash flow and payment shock analysis
- Geopolitical and policy risks enter models through macro
assumptions
- The next phase may shift from liquidity stress to credit driven
tightening
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