CMS Case Study

Cloyd Bank & Trust

Base

Stress 1

Stress 2

Stress 3

Stress 4

Stress 5

Stress 6

Collateral Haircuts Investments UST / GSE Bonds

0.00% 5.00% 10.00% 0.00% Relief 0.00% Relief 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 25.00% 50.00%

10.00% 15.00% 20.00% 10.00% 10.00% 10.00% 10.00% 60.00% 60.00% 60.00% 60.00% 60.00% 60.00% 35.00% 60.00%

10.00% 15.00% 20.00% 10.00% 10.00% 10.00% 10.00% 60.00% 60.00% 60.00% 60.00% 60.00% 60.00% 35.00% 60.00%

10.00% 15.00% 20.00% 10.00% 10.00% 10.00% 10.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 25.00% 50.00%

0.00% 5.00% 10.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 25.00% 50.00%

0.00% 5.00% 10.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 25.00% 50.00%

0.00% 5.00% 10.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 50.00% 25.00% 50.00%

MBS / CMO (Govt) MBS / CMO (Private)

Municipals

Other Investments

Collateral Haircuts Loans Agricultural

Auto

Commercial & Industrial Commercial Real Estate

Construction Home Equity Residential Other Loans

Current Value

Base

Stress 1

Stress 2

Stress 3

Stress 4

Stress 5

Stress 6

External Funding Resources Current National Deposit Balances

$0 $0 $0

Maximum National Deposit Capacity ($ Max)

$0

$0

$0

$0

$0

$0

$0

Current Brokered Deposit Balances

Maximum Brokered Deposit Capacity ($ Max) Maximum FHLB Borrowing Capacity ($ Max) Current Unsecured Borrowings (i.e. Fed Funds) Total Unsecured Borrowing Lines Available

$134,525 $224,208

$134,525 $134,525

$0

$134,525 $134,525 $134,525 $134,525

$224,208 $224,208 $224,208 $224,208 $224,208 $224,208 $224,208

$0

$31,425

100.00% 100.00% 0.00% 100.00% 100.00% 100.00% 100.00% 100.00% 90.00% 90.00% 100.00% 100.00% 100.00% 100.00%

Other Loan Based Borrowings (FRB) Current Other Borrowings (Secured)

$0 $0

Liquidity Minimum/Assets

5.00% 5.00% 5.00% 5.00% 5.00% 5.00% 5.00%

Overnight Investments (Starting Cash)

$43,992

35

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12/13/2021 - 2:11 PM