CoStar Risk Analytics review
CRE research and loan-level risk modeling for lender portfolios and stress testing.
Reviewed by iTechGuides Editors · Editorial team · Updated Sep 2026
CoStar Risk Analytics brings commercial real estate research, property and market forecasts, and credit-risk modeling together for CRE lenders and investors. Its focus is particularly relevant to mid-market and enterprise lenders evaluating properties and loans, monitoring collateral, and assessing portfolio concentration or refinance risk. Property information includes rents, vacancy, tenants, peers, and sale comparables, alongside occupancy, availability, and leasing activity data.
The credit workflow extends from individual loans to portfolio oversight. Models cover probability of default, loss given default, and expected loss, while dashboards surface concentration risk and allow drilldowns from loans to properties. Daily collateral updates support ongoing monitoring. CECL-compliant modeling, customizable macroeconomic scenarios, and CCAR/DFAST stress testing make the product a fit for teams with regulatory and scenario-analysis needs, rather than buyers seeking only basic market comps. Market coverage is described as national, with 33 years of data history; the stated coverage qualification applies to CoStar market analytics.
The product is available through web, Windows, and API access, with cloud and desktop deployment options. INTEX and Trepp are listed integrations, and a CRE loan analytics API can support custom integration. According to the vendor's pricing approach, prospective customers contact sales and can request a demonstration; the product is not presented as a self-serve purchase. Lenders needing integrated CRE credit analysis, collateral monitoring, and stress testing should consider it. Organizations focused on lightweight valuation or market research without loan-level risk and portfolio workflows may find its scope more than they need.
CoStar Risk Analytics pros and cons
- Where it wins
- Models probability of default, loss given default, and expected loss
- Supports CECL modeling and customizable macroeconomic scenarios
- Tracks collateral with daily updates and concentration-risk drilldowns
- Where it doesn't
- Pricing requires contacting sales
- CCAR/DFAST stress testing and credit modeling may exceed basic market-research needs
- Coverage claims for market analytics may not apply to every module
CoStar Risk Analytics fact sheet, pricing and score →
Advertiser disclosure: iTechGuides is reader-supported. Vendors can pay for top positions in our rankings and for a place on other products' pages, and we may earn a commission when you click some links. Bought places stand at the number bought; this page and our disclosure say so. Paying vendors may get a fuller, more detailed review from our editors, and that review can change their score. How we rank.
Last updated · How we research and update