SHARED NATIONAL CREDITS (SNC) MONITOR

System-Wide Stress Testing // Updated: 2026-02-02 14:00 EST
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SECTOR HEATMAP

COMMERCIAL REAL ESTATE CRITICAL
Non-Accrual Rate: 8.4%
Refinance Wall: $120B (Q3)
LTV Avg: 105%
LEVERAGED BUYOUTS (LBO) CRITICAL
Avg Leverage: 6.8x
ICR < 1.0: 22% of Issuers
Secondary Bid: 65c
TECHNOLOGY (SaaS) STRESSED
Churn Rate: 18% (YoY)
Cash Burn: High
Down Rounds: Increasing
ENERGY & UTILITIES STABLE
Free Cash Flow: Positive
Debt/EBITDA: 1.5x
Capex: Disciplined
CONSUMER DISCRETIONARY STRESSED
Delinquency (CC): 4.5%
Inventory: Bloated
Margins: Compressing
DEFENSE & AERO ROBUST
Backlog: Record High
Govt Spend: Accelerating
Credit Rating: AA

BANK EXPOSURE METRICS

TIER 1 CAPITAL RATIO (System Avg)
11.2% (-150bps)
PROVISIONS FOR CREDIT LOSSES
$42.5B (+22%)
SHADOW BANKING LEVERAGE
UNKNOWN