Credit Risk Benchmarks from the RMA/AFS Risk Analysis Service [RMA Journal, The]

We are pleased to provide second-quarter 2011 metrics for this Journal feature, which provides an up-to-date view of C&I credit quality and trends. Comparing portfolio composition and performance to industry benchmarks is one of the keys to 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, industry-standard credit risk benchmark. Consistent with its "global reach, local markets" approach, RAS is currently offered in U.S. Commercial and Industrial, U.S. Commercial Real Estate, and European versions of the service. The service is an industry-led credit-data consortium of key credit risk metrics that tracks risk ratings (PD and LGD), expected loss, delinquencies, nonaccruals, and charge-offs. The data in the consortium currently represents over half of the U.S. middle market in terms of total exposure and continues to grow.

The RMA/AFS Risk Analysis Service includes analytical capabilities for portfolio segmentation and in-depth analysis by line of business, industry, location, deal size, collateral, product type, and time period. For more information please contact Stacy Germano at RMA at +1 215-446-4101 or Doug Skinner at AFS at +1 484-875-1562, or visit www.rmahq.org or www.afsvision.com.