You know the moment. The model is mostly done, but the macro tab is still a blank grid and the IC memo needs a clean story. You pull a few series, sanity check recent prints, and write a paragraph that will get rewritten on the next deal. It is repetitive and easy to drift. Different analysts land on different numbers, and the writeup rarely shows what signal drove the choice. This task fixes that in one pass. Underwriting ~5 min to run Derive Macro Underwriting Assumptions Vic prompt Use Vic to derive macro underwriting assumptions for a 250,000 sf office acquisition in Dallas. Purpose Standardizes the macro layer of every model and IC package in one step. Cuts the time to assemble and document these assumptions from roughly 30 minutes to about 5 minutes. Inputs Deal Context Required Output Format Optional Key Series Optional Outputs A concise memo, delivered in chat or as a Word file, that lists the regime call and the tilt-plus-band for each assumption with its supporting signal. Time saved Cuts the time from roughly 30 minutes to about 5 minutes. How it works You give Vic the deal context and, if you care, a preferred output format and any key series you want emphasized. The minimum is simple: property type, size, and market. Example: "Use Vic to derive macro underwriting assumptions for a 250,000 sf office acquisition in Dallas." Vic returns a concise memo you can drop into the model package or send to the investment committee. It opens with a one line regime call that frames the environment. Then it lists each assumption with two things you need to underwrite with discipline: a directional tilt and a reasonableness band. The set covers rent growth, operating expense inflation, construction and CapEx cost inflation, exit cap drift, and the financing path. Each line ties back to an underlying macro series or a composite, with a clear note on what is national and what should be read locally. That last piece matters. It keeps you from overfitting a national print to a market that is moving on its own cycle. The output reads like a memo, not a data dump. Numbers follow CRE conventions, and the language is tight enough for IC. If you need a Word file, ask for it and you will get a version that fits a standard style guide. There is a clear point of view: consistency beats one off cleverness. When every deal uses the same structure, partners can compare assumptions across opportunities without decoding how they were built. When a number moves, the memo shows the signal that moved it. Reviews get faster and debates stay grounded. The time savings are real. What used to take about half an hour of pulling series, choosing bands, and writing it up comes back in about five minutes. More important, you stop carrying silent differences from one analyst to the next. The macro layer becomes a shared baseline, and the model reads cleaner because of it. If you want to steer the output, include your own key series or ask for a specific format. If you do nothing beyond the deal context, you still get a complete regime call with tilts and bands, each tied to a signal and labeled national versus local. That is enough to set the model and move the deal forward.