Skill

Downside Case

Pressure-test rents, downtime, exit cap, capex, and financing terms

Install

npx claudepluginhub firststreetai/realestate-services-plugins --plugin acquisitions-investments

Tool Access

This skill uses the workspace's default tool permissions.

Preview

Build bear-case scenarios that stress key assumptions and compare downside returns to base case.

SKILL.md

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Last CommitApr 2, 2026

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Downside Case

Build bear-case scenarios that stress key assumptions and compare downside returns to base case.

Skills Invoked

scenario-stress-testing -- downside construction methodology

underwriting-standards (core) -- re-run pro forma with stressed assumptions

Reads from Manifest

underwriting/proforma.xlsx and underwriting/assumptions.json

Writes to Manifest

Directory: stress/

Files: downside-scenarios.xlsx

Key metrics: downside_irr, downside_multiple, breakeven_scenario

Workflow

Load base-case assumptions from manifest

Invoke scenario-stress-testing to define stress scenarios:

Rent: -5%, -10%, -15% vs. base
Vacancy: +200bp, +500bp, +1000bp
Exit cap: +25bp, +50bp, +100bp
Capex: +20%, +50%
Interest rate: +100bp, +200bp

Run each scenario through underwriting-standards via Python scripts

Identify breakeven scenario (where IRR = 0 or equity multiple = 1.0x)

Produce comparison table: base vs. downside returns

QA Checklist

All calculations via validated Python functions

Stress ranges are realistic (not extreme)

Breakeven point identified

Base case numbers match underwriting output exactly

Downside Case

Build bear-case scenarios that stress key assumptions and compare downside returns to base case.

Skills Invoked

scenario-stress-testing -- downside construction methodology
underwriting-standards (core) -- re-run pro forma with stressed assumptions

Reads from Manifest

underwriting/proforma.xlsx and underwriting/assumptions.json

Writes to Manifest

Directory: stress/
Files: downside-scenarios.xlsx
Key metrics: downside_irr, downside_multiple, breakeven_scenario

Workflow

Load base-case assumptions from manifest
Invoke scenario-stress-testing to define stress scenarios:
- Rent: -5%, -10%, -15% vs. base
- Vacancy: +200bp, +500bp, +1000bp
- Exit cap: +25bp, +50bp, +100bp
- Capex: +20%, +50%
- Interest rate: +100bp, +200bp
Run each scenario through underwriting-standards via Python scripts
Identify breakeven scenario (where IRR = 0 or equity multiple = 1.0x)
Produce comparison table: base vs. downside returns

QA Checklist

All calculations via validated Python functions
Stress ranges are realistic (not extreme)
Breakeven point identified
Base case numbers match underwriting output exactly