Loan Maturity Wall Stress Calculator

Maturity walls stress-test refinance risk under rate scenarios.

Loan balance at maturity

Stress refi rate %

New LTV %

Value at maturity

Equity gap

$8,000,000

Max refi available

$27,000,000

LTV at maturity

0.78%

How the math works

Max refi = value × new LTV. Gap = loan balance − max refi.

$45M × 60% = $27M max refi vs $35M balance = $8M equity gap at maturity.

How to Use

Enter loan balance at maturity.
Enter current rate %.
Enter stress rate %.
Enter new LTV %.
Enter value at maturity.
Read equity gap.

Frequently Asked Questions

Maturity wall risk?

Loan balance at maturity vs max refi available. If max refi < loan balance, borrower must bring equity or default. 2024-26 office maturity wall estimated at $300B+ in stressed loans with rate-driven value declines.

Stress scenarios?

+100 bps rate shift. 10% value decline. DSCR coverage stress (2x impact). Model each: does refi still work? If no in multiple scenarios, plan equity infusion now.

Workout alternatives?

Negotiate maturity extension with lender. Sell at current value. Partial paydown from equity. Discounted loan payoff if distressed lender. Consensual deed-in-lieu. Contested foreclosure (worst for all parties).

When does a lender negotiate vs foreclose?

Lenders calculate their net recovery from foreclosure (asset value minus legal, time, and sale costs) and compare to any workout proposal. If your offer nets the lender more than foreclosure, and you present it with clear sources of capital, most lenders will engage. Bring a credible sponsor, documented sources, and a timeline — vague asks get declined. Build the relationship before distress, not after.