BAS Presentations - March 2023

Table of Contents

Introduction

Section I Executive Summary Key Risks to Banks

Section II Economic, Financial Markets, and Banking Industry Overview Economy

Financial Markets Banking Industry

Section III Key Risks to Banks Credit Risk Agriculture

Commercial Real Estate Consumer Debt Energy Housing

Leveraged Lending and Corporate Debt Nonbank Financial Institution Lending Small Business Lending

Market Risk

Interest Rate Risk and Net Interest Margin Liquidity and Deposits

Operational Risk

Cyber Threats and Illicit Activities

Climate-Related Financial Risk Climate-Related Events

Acronyms and Abbreviations

Glossary of Terms

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