Credit Risk Benchmarks
1st Quarter 2013
WE ARE PLEASED to provide first-quarter 2013
metrics for this Journal feature, which provides an up-to-date view of C&I and commercial real estate credit quality and trends.
Comparing portfolio composition and performance to industry benchmarks is a key
aspect of effective credit risk management.
The graphs presented on the following pages
are based on data reported in the RMA/AFS
Risk Analysis Service, global banking’s only
comprehensive credit risk benchmark. RAS
is currently offered in U.S. commercial &
industrial and U.S. commercial real estate
versions. The service is an industry-led cred-it-data consortium benchmarking key credit
risk metrics including risk ratings (PD and
LGD), expected loss, delinquencies, nonaccruals, charge-offs, and line utilization rates.
The RMA/AFS Risk Analysis Service
includes analytical capabilities for portfolio segmentation and in-depth analysis by
line of business, vintage, industry, location,
deal size, collateral, and product type. The
specialized Commercial Real Estate module
includes additional segmentations such as
property type, location, value, and debt service coverage. ;
For more information, please contact Stacy Germano at RMA at
+ 1 215-446-4089 or Doug Skinner at AFS at + 1 484-875-1562,
www.rmahq.org or www.afsvision.com.