BAS Case Study - March 2023

Sunny State Bank

ASSET QUALITY RATIOS - TREND

Texas Ratio

Nonaccrual to Total Loans

1.40%

8.00% 10.00% 12.00% 14.00% 16.00% 18.00% 20.00%

19.90%

18.79%

19.66%

18.40%

1.24%

16.98%

18.31%

17.42%

16.42%

1.20%

15.93%

1.06%

16.08%

14.30%

14.77%

13.75%

13.66%

14.64%

0.95%

1.00%

13.67%

13.72%

0.90%

0.89%

13.00%

12.39%

0.93%

0.91%

0.80%

0.89%

0.80%

0.68%

0.69%

0.61%

0.68%

0.68%

0.56%

0.60%

0.61%

6.00%

0.56%

0.56%

2013Q4

2014Q1

2014Q2

2014Q3

2014Q4

2015Q1

2015Q2

2015Q3

2015Q4

2016Q1

2016Q2

2016Q3

2016Q4

2017Q1

2017Q2

2017Q3

2017Q4

2018Q1

2018Q2

2018Q3

2018Q4

2013Q4

2014Q1

2014Q2

2014Q3

2014Q4

2015Q1

2015Q2

2015Q3

2015Q4

2016Q1

2016Q2

2016Q3

2016Q4

2017Q1

2017Q2

2017Q3

2017Q4

2018Q1

2018Q2

2018Q3

2018Q4

Total Past Due (>30 Days) to Total Loans

ALLL to Total Loans

4.81%

5.00%

1.60%

4.73%

4.78%

4.58%

4.43%

4.50%

4.27%

4.23%

1.40%

4.05%

4.00%

4.05%

3.66%

3.45%

1.20%

1.12%

3.50%

3.43%

3.16%

1.00%

3.00%

3.12%

2.88%

0.97%

2.99%

2.82%

0.84% 0.86%

0.83%

2.80%

0.80%

2.50%

2.66%

0.75%

0.74%

0.80%

0.73%

0.83%

0.70%

0.78%

0.76%

2.00%

0.70%

0.73%

0.72%

0.71%

0.60%

1.50%

0.54% 0.58%

2013Q4

2014Q1

2014Q2

2014Q3

2014Q4

■ Bank 2015Q1

2015Q2

2015Q3

2015Q4

2016Q1

2016Q2

2016Q3

2016Q4

2017Q1

2017Q2

2017Q3

2017Q4

2018Q1

2018Q2

2018Q3

■ State 2018Q4

2013Q4

2014Q1

2014Q2

2014Q3

2014Q4

2015Q1

2015Q2

2015Q3

2015Q4

2016Q1

2016Q2

2016Q3

2016Q4

2017Q1

2017Q2

2017Q3

2017Q4

2018Q1

2018Q2

2018Q3

2018Q4

■ All Banks