CMS Case Study

First page Table of contents Previous page 1172-1173 Next page Last page

Static Gap - 12/31/2021

Base Simulation as of 12/31/2021, Base Scenario TOTAL JAN-22

FEB-22

MAR-22

4-6 MONTHS

7-12 MONTHS 13-24 MONTHS 25-60 MONTHS OVER 60 MONTHS

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

ASSETS Investment Overnight

32,900 1,489 24,580 363,851 1,641 41,093 3,500 1,673 12,113 (1,928) 66,125 9,477 93,609 230,996 17,714 10,809 3,981 391 (151) (7,666)

0.15 32,900

0.15

- -

- -

- -

- -

- -

- -

-

-

-

-

-

-

- -

- -

Other Liquid Asset

2.20 1.09 2.43 3.08 1.91 3.72 2.02 0.00

- 9

-

994

2.19 1.10

245 107

3.40

250

1.05

Treasury

1.10

8

1.10

9

1.10

26

1.10

54

1.10 8,245 1.56 104,284

0.98 16,122 1.54 171,833 3.46 15,916 2.75 1,200 1.96 8,966 - (1,928) 2.43 702 - -

1.15 1.56 2.43 2.32

MBS CMO Muni

1.56 3,962

1.64 3,496

1.63 3,457

1.62 11,819

1.61 22,700

1.59 42,299

24 16

2.43

19

2.43 2.73

19

2.43 3.41 3.95 3.72 2.10

67 46

2.43

133

2.43

225

2.43

453

3.07 1,956

480 300

3.06 2,140

3.50 5,601

4.20 14,938

Corporate

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

2,000

- -

Stock

1,673

-

Other Investment Unrealized G/L

1 -

2.04

1 -

2.01

279

69

1.42

341

1.96

659

1.96 1,797

2.05

-

-

-

-

-

-

-

-

-

-

-

-

TOTAL INVESTMENT

480,911 1.60 36,912 0.31 5,479 2.02 6,216 2.46 12,027 1.62 26,362 1.77 49,136 1.88 131,967 1.75 212,810 1.61

Loan

Residential

3.82 1,385 4.29 3,009 3.98 20,940 4.26 40,123 4.23 17,714 5.33 2,916 0.85 2,035

4.87 1,340

4.47 1,243 4.25 1,326 4.04 1,875 4.14 3,989

4.67 2,406 4.25 3,120 4.37 5,350 4.35 16,294

4.53 5,922

4.55 8,547

4.27 19,463

3.95 25,821

3.20

Residential - Constr

4.42

614

4.20

598

4.30

811

4.25

-

-

-

-

C & I

4.08 1,968 4.25 4,232

4.41 9,887 4.11 26,489

4.20 14,641 4.35 37,398

4.21 27,955 4.43 78,976

3.87 10,993 4.29 23,495

3.27 3.93

Commercial RE Home Equity Installments

4.23 4.30 0.42

-

-

-

-

-

-

-

-

-

-

-

-

-

-

466 857

5.70 1.01

353 858

6.25 1,208

6.02 1,881

6.04 2,474

5.96 1,352

5.07 3.75

160

0.07

Gov & Agy Guaranteed

1.01

15

2.94

85

3.41

55

3.47

77

-

- - - -

Other Loan Adjustments

0.00 0.00 0.00

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- -

391 (151)

Loan Loss Reserve

- (7,666)

TOTAL LOAN

425,286 4.20 88,122 4.13 9,476 3.97 9,644 4.15 28,392 4.29 44,861 4.41 63,926 4.41 127,823 4.15 53,043 3.97

Other

Other Asset

58,662

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- 58,662 - 58,662

- -

TOTAL OTHER TOTAL ASSETS

58,662 0.00

964,860 2.65 125,034 3.00 14,955 3.25 15,860 3.49 40,419 3.50 71,223 3.43 113,062 3.31 259,791 2.93 324,516 1.71

Cloyd Bank & Trust - Page 31

Made with FlippingBook PDF to HTML5