Value

Annual default 0.5-1.5% (stabilized); 3-5% (office stress); 0.2-0.4% (multifamily)

sourceNCREIF + ACLI commercial mortgage performance studies
derivationpublished_source
qualitypublished
regulatory frameworksNAIC C-3 Phase 2
set2026-05-25
last reviewed2026-05-25
next review due2026-06-30

Notes

Higher stress for office post-2024 work-from-home cycle.