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Investor Presentaiton

Growth in Private Credit Leads to Mounting Risks U.S. private credit market now rivals that of the institutional loan market >> Private credit totals ~$1 trillion and is estimated to grow to $1.5 trillion over the next 3 - 5 years 1 Non-traditional lenders taking market share from banks >> Banks' share in corporate lending has decreased since 2008 as: >> Regulation increased and >> The number and scale of private-sponsored enterprises has risen $ Billions Bank Loans to SMBs 2 Continue to Grow, but Banks' Share of the Market Declines¹ Domestic Commercial & Industrial Loans <$1 Million Share of Total Domestic Commercial & Industrial Loans $400 35% $350 30% $300 25% $250 20% $200 15% $150 10% » Credit risk heightened by reduced transparency, rising leverage and lender concentrations $100 5% $50 » Systemic risk created from disintermediation away from regulated financial institutions $0 ¬0% 2010 2013 2016 2019 Credit and systemic concerns rising 1. Moody's Investors Service; Financial Stability - U.S.: As private credit continues to grow, risks are getting swept into grey zone, October 25, 2021. 2. SMBs: Small and mid-size businesses. Moody's | Better decisions 4Q & FY 2021 Investor Presentation 25
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