CMS Case Study

5 Year NII Simulation - 12M Ramps YOY Comparison - 12/31/2021

Base Simulation as of 12/31/2021

Base Simulation as of 12/31/2020

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

8,275

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

7,100

5,925

4,750

3,575

2,400

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4

Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4

Up 200BP

Base

Down 100BP

Up 200BP

Base

Down 100BP

NII RESULTS

Y1

Y2

Y3

Y4

Y5

Y1

Y2

Y3

Y4

Y5

Y1

Y2

Y3

Y4

Y5

UP 200BP

22,243 22,206 23,746 25,713 27,463 23,196 23,003 22,844 23,031 23,253 22,662 20,959 19,580 18,743 18,176

2,541 2,209 2,907 4,086 5,076 19,702 19,997 20,839 21,627 22,386 4,407 5,852 6,526 7,400 8,011 18,789 17,151 16,317 15,631 15,242 4,043 4,330 3,996 3,981 3,874 18,619 16,629 15,584 14,762 14,302 DIFFERENCE

BASE

DOWN 100BP

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