BAS Presentations - March 2023

3/1/2023

How would the Net Interest Margin React to Falling Interest Rates?

Fritos Bank Net Interest Margin Through Rate Cycles

1.0% 2.0% 3.0% 4.0% 5.0% 6.0%

State Average NIM

Fritos NIM

Fed Funds Rate

25

Evaluating the STMR Component at Fritos Bank

Earnings & Capital

Position Asset/liability mismatch

Risk Management Practices

Sensitivity Rating

26

13