BAS Case Study - March 2023

Sunny State Bank

CALCULATIONS - LIQUIDITY

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Chart

Formula

25. Liquidity - On-Balance Sheet

Liquid Assets to Total Assets

Interest-Bearing Balances, Noninterest Bearing Balances and Currency and Coin, Fed Funds Sold and Securities Purchased, Securities Issued By States and Political Subdivisions, Institution Fo U.S. Treasury & Agency Securities, All Other Securities, Less Pledged Securities % Total Assets ((UBPR0071+UBPR0081+ UBPRD493+UBPR8636+UBPRD657 UBPR0416)/UBPR2170) Cash = Noninterest-Bearing Balances and Currency and Coin % Total Assets (UBPR0081/UBPR2170) IBB = Interest-Bearing Balances % Total Assets (UBPR0071/UBPR2170) FFS = Fed Funds Sold and Securities Purchased % Total Assets (UBPRD493/UBPR2170) Unpl. Sec = Held-To-Maturity Securities, Available-For-Sale Securities, Less Pledged Securities % Total Assets ((RCON1754+RCON1773-UBPR0416)/UBPR2 Net Loans & Leases % Core Deposits, Deposits Above Insurance Limit, Total Brokered Retail Deposits, Less Listing Service Deposits, Less Total Brokered (UBPRE119/(UBPRK434+UBPRK437+UBPR2366-UBPRK223-UBPR2365)) Core Dep & TCDs>250M = Core Deposits, Deposits Above Insurance Limit, Total Brokered Retail Deposits less Listing Service Deposits, Total Brokered De (UBPRK434+UBPRK437+UBPR2366-UBPRK223-UBPR2365) Wholesale = Total Brokered Deposits, Listing Service Deposits, FHLB Advances, Other Borrowed Money, Fed Funds Purchased in Domestic Offices (UBPR2365+UBPRK223+UBPR2651+UBPRE127+UBPRB571+UBPRE128+RCONB993) Net Loans & Leases % Assets (UBPRE024)

Liquid Assets to Total Assets (Breakout by Type) Net Loans to Assets Ratio Net Loans to Core Deposits Funding Amounts Over Time (Broad) Concentrations (% Total Assets) Net Noncore Funding Dependency Ratio Wholesale Funding to Total Assets Loan Commitments / Total Assets (Bank vs. Peer) Loan Commitments / Total Assets (By Loan Type) Possible Funding

26. Liquidity - Loans to Assets and Deposits 27. Liquidity - Funding

Brokered Deposits = Total Brokered Deposits % Total Assets (UBPR2365/UBPR2170) FHLB = FHLB Advances % Total Assets ((UBPR2651+UBPRE127)/UBPR2170) Listing Service = Listing Service Deposits % Total Assets (UBPRK223/UBPR2170) Public Funds = Domestic and Foreign Deposits of US Government % Total Assets (UBPRM019/UBPR2170) Other Borrowings = Other Borrowed Money % Total Assets ((UBPRB571+UBPRE128)/UBPR2170) Noncore Funding Dependency Ratio Defined Using Deposits Insurance Limits for Time Deposits (UBPRK447)

28. Liquidity - Wholesale Funding

Total Brokered Deposits, Listing Service Deposits, FHLB Advances, Other Borrowed Money, Fed Funds Purchased and Resale (UBPR2365+UBPRK223+UBPR2651+UBPRE127+UBPRB571+UBPRE128+UBPRF858)

29. Liquidity - Loan Commitments

Total Loan and Lease Commitments Outstanding % Total Assets (UBPRE267)

CRE = Commercial Real Estate Secured and Commercial Real Estate Not Secured % Total Assets (UBPRE264+UBPRE265) Credit Cards = Credit Card Outstanding % Total Assets (UBPRE263) HELOCs = Home Equity 1-4 Family Outstanding % Total Assets (UBPRE262) Other (Ag) = All Other Outstanding % Total Assets (UBPRE266)

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