Common Borrower Analysis

Leveraging peer information for better capital planning and stronger reporting.

The Comprehensive Capital Analysis and Review (CCAR) stress testing process continues to present new challenges and hurdles for banks and their risk management practices.

For the most part, banks are meeting their explicit quantitative minimum capital levels, it is the qualitative requirements that are proving to be the “pain points” for many banks.

RMA/AFS Common Borrower Analysis Program

To tackle this problem, we have partnered with RMA to develop a program to help current and future CCAR reporters improve the quality of their reporting and benchmark themselves against other CCAR reporters.

The RMA/AFS CCAR Common Borrower Analysis program is designed to help banks understand and improve the completeness and quality of their institutions’ wholesale lending data and associated governance, control and reporting processes.

Take advantage of this unique forum, including our series of interactive, thought-provoking workshop sessions, to share ideas, explore new ways to solve data quality issues, and learn how your peers are tackling similar challenges.

Participants of the Common Borrower Analysis program find increasing value in risk profiles and common borrow analyses that help to support internal logic while identifying places for further examination and areas of improvement.

Our participants in the Common Borrower Analysis program have this to say about the service.

CCAR Data Quality Benchmarking Program

Using regulator-defined reporting schemas and definitions, AFS blindly pools participating Bank CCAR data into this one-of-a-kind data consortium. Initially we offer modules for comparative benchmarking of corporate and commercial real estate lending, with plans to expand the reporting to retail exposures in the future.

Key benefits of the program:

• Ongoing CCAR Data Quality Scorecards and progress reports
• Independent comparison of CCAR data quality at both a macro (FR Y schedule) and micro (data field) level
• Analysis of key elements on common borrowers (shared national credits)
• Regular teleconferences on data analysis and comparisons
• Complete confidentiality of data and blind peer group reporting
• Leverage industry CCAR investments through pooled data consortium

For more information about the RMA/AFS CCAR Data Quality Benchmarking Program, contact us.