What does bank credit risk monitoring track?
The quality of a bank's loan book as reported each quarter: nonaccrual and past due loans by portfolio, net charge-offs, the allowance for credit losses and its coverage of problem loans, and concentrations such as commercial real estate against capital.
Where does the data come from?
Each bank's quarterly FFIEC call report: Schedule RC-N for past due and nonaccrual loans, RI-B for charge-offs and the allowance, and RC-C for the loan mix behind concentrations.
Is monitoring free?
Yes. Watchlists, the portfolio monitor, threshold alerts by email and the public screeners are free. Pro adds CSV exports of screens and Excel tearsheets, at the price published on the pricing page.
Does this show a bank's CAMELS rating?
No. CAMELS ratings are confidential supervisory information. The scores here are our own, built from public filings and organized under the CAMELS headings; they are not regulatory ratings.