CMS Case Study

5 Year NII Simulation - Alt. Ramp Scenarios Cont. - 12/31/2021

Base Simulation as of 12/31/2021

Base Simulation as of 09/30/2021

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

9,125

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

7,825

6,525

5,225

3,925

2,625

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 400BP 24M Flat Up 200BP

Up 200BP 24M Base

Up 400BP 24M Flat Up 200BP

Up 200BP 24M Base

Down 100BP

Down 100BP

NII RESULTS

YEAR 1 22,311 21,894 22,830 23,196 22,662

YEAR 2 20,991 20,826 22,206 23,003 20,959

YEAR 3 22,549 21,340 23,029 22,844 19,580

YEAR 4 26,433 22,281 25,154 23,031 18,743

YEAR 5 29,861 23,093 27,075 23,253 18,176

YEAR 1 21,252 21,014 21,464 21,499 21,012

YEAR 2 20,227 20,235 20,549 20,401 18,626

YEAR 3 21,724 20,948 21,169 19,800 17,207

YEAR 4 24,687 21,830 22,582 19,416 16,309

YEAR 5 27,324 22,641 23,923 19,297 15,825

UP 400BP 24M FLAT UP 200BP UP 200BP 24M

UP 400BP 24M FLAT UP 200BP UP 200BP 24M

BASE

BASE

DOWN 100BP

DOWN 100BP

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