Chase - Chase Review

I received a letter today from Chase (credit card) saying that they were going to lower my limit on my credit card.  The reason they are lowering my limit is because I have a high balance on two cards (both through Chase).

I am in the finance industry and know a good amount about credit scores and I have a relatively high score 700+.  The reason why I have a high limit is because I lend my brother some money off of the card, on a balance transfer. 

My question is why would they lower my credit limit even though I have a high score?  The way I see it, the loan for my brother is like co-signing a loan.  I will be responsible if my brother doesn't pay me (and if I don't pay the credit card) and my score will suffer.  I guess the limit reduction is due to the current economic environment and that over 6% of credit card balances are over 30 days late but I have never missed a payment and have never been late.  I guess I'll never figure it out.