Loans less than this number of days past due are considered current

  
Corporate Loan Delinquencies and Non-Accrual Details at December 31, 2021   


|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| In millions of dollars | 30–89 dayspast dueand accruing(1) | ≥ 90 dayspast due andaccruing(1) | Total past dueand accruing | Totalnon-accrual(2) | Totalcurrent(3) | Totalloans(4) |
| Commercial and industrial | $ | 1,100  |  | $ | 249  |  | $ | 1,349  |  | $ | 1,264  |  | $ | 148,459  |  | $ | 151,072  |  |
| Financial institutions | 505  |  | 233  |  | 738  |  | 33  |  | 98,172  |  | 98,943  |  |
| Mortgage and real estate | 283  |  | 1  |  | 284  |  | 419  |  | 73,066  |  | 73,769  |  |
| Lease financing | —  |  | —  |  | —  |  | 14  |  | 441  |  | 455  |  |
| Other | 128  |  | 26  |  | 154  |  | 147  |  | 65,921  |  | 66,222  |  |
| Loans at fair value |  |  |  |  |  | 6,070  |  |
|  |  |  |  |  |  |  |
| Total | $ | 2,016  |  | $ | 509  |  | $ | 2,525  |  | $ | 1,877  |  | $ | 386,059  |  | $ | 396,531  |  |

  
Corporate Loan Delinquencies and Non-Accrual Details at December 31, 2020  


|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| In millions of dollars | 30–89 dayspast dueand accruing(1) | ≥ 90 dayspast due andaccruing(1) | Total past dueand accruing | Totalnon-accrual(2) | Totalcurrent(3) | Totalloans(4) |
| Commercial and industrial | $ | 400  |  | $ | 109  |  | $ | 509  |  | $ | 2,795  |  | $ | 153,036  |  | $ | 156,340  |  |
| Financial institutions | 668  |  | 65  |  | 733  |  | 92  |  | 86,864  |  | 87,689  |  |
| Mortgage and real estate | 450  |  | 247  |  | 697  |  | 505  |  | 70,836  |  | 72,038  |  |
| Lease financing | 62  |  | 12  |  | 74  |  | 24  |  | 640  |  | 738  |  |
| Other | 112  |  | 19  |  | 131  |  | 111  |  | 63,157  |  | 63,399  |  |
| Loans at fair value |  |  |  |  |  | 6,840  |  |
|  |  |  |  |  |  |  |
| Total | $ | 1,692  |  | $ | 452  |  | $ | 2,144  |  | $ | 3,527  |  | $ | 374,533  |  | $ | 387,044  |  |

  
(1)Corporate loans that are 90 days past due are generally classified as non-accrual. Corporate loans are considered past due when principal or interest is contractually due but unpaid.(2)Non-accrual loans generally include those loans that are 90 days or more past due or those loans for which Citi believes, based on actual experience and a forward-looking assessment of the collectability of the loan in full, that the payment of interest or principal is doubtful.(3)Loans less than 30 days past due are presented as current.(4)Total loans include loans at fair value, which are not included in the various delinquency columns.   
Citigroup has a risk management process to monitor, evaluate and manage the principal risks associated with its corporate loan portfolio. As part of its risk management process, Citi assigns numeric risk ratings to its corporate loan facilities based on quantitative and qualitative assessments of the obligor and facility. These risk ratings are reviewed at least annually or more often if material events related to the obligor or facility warrant. Factors considered in assigning the risk ratings include financial condition of the obligor, qualitative assessment of management and strategy, amount and sources of repayment, amount and type of collateral and guarantee arrangements, amount and type of any contingencies associated with the obligor and the obligor’s industry and geography.The obligor risk ratings are defined by ranges of default probabilities. The facility risk ratings are defined by ranges of loss norms, which are the product of the probability of default and the loss given default. The investment-grade rating categories are similar to the category BBB-/Baa3 and above as defined by S&P and Moody’s. Loans classified according to the bank regulatory definitions as special mention, substandard, doubtful and loss will have risk ratings within the non-investment-grade categories.  
  
  
  
  
  
  
  
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