CEIS Review aggregates the findings of our client engagements with a goal of identifying any emerging trends related to various activities including loan quality, risk rating variances, credit policy and technical exceptions, covenants, and Loan Loss Reserve coverage for classified loans.
The data used herein is primarily applied using a “rolling four quarters” basis as the data from any particular quarter may be misleading, as extraordinary events can alter or distort the direction of the evidenced & established portfolio trends. The “rolling four quarters” method is considered to be more reflective trends developed as it eliminates the impact of any outliers or chance events in any particular period.
The CEIS client base includes domestic and international bank portfolios, branches, agencies and specialty finance portfolios. The data referenced herein excludes portfolios that are managed outside of the US and those that are defined as specialty finance.
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