The bank warned that its borrowers are under pressure.A top executive from Ally Financial (ALLY -18.17%) sounded the alarm on the state of the U.S. consumer during a financial conference Tuesday, and investors heeded the warning, sending Ally's shares down by 17.7% as of 2 p.m. ET.Borrowers are strugglingAlly is a consumer-focused online bank with significant exposure to auto loans. It was once the lending arm of General Motors, but has been an independent company since 2008. The bank has a lot of exposure ...