CMS Case Study
Loan Cash Flows - 12/31/2020
ASSETS
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5
>Y5
CASH FLOW
RESIDENTIAL REAL ESTATE & HOME EQUITY
6,738 3,845 4,111 2,526 2,001 2,046 2,178 2,527 7,774 6,370 5,223 32,124
200MM
160MM
COMMERCIAL REAL ESTATE
27,450 16,155 11,346 12,938 7,745 9,160 9,662 11,641 31,934 29,573 22,003 21,325
120MM
COMMERCIAL & INDUSTRIAL
80MM
20,160 8,025 6,977 5,034 2,936 2,637 3,876 2,666 7,202 5,506 4,212 7,170
40MM
OTHER TOTAL
18,139 14,898 4,596 2,257 1,789 1,797
584
573 1,588
380
457
0
0
72,487 42,922 27,030 22,755 14,470 15,641 16,300 17,408 48,498 41,829 31,895 60,620 72,487 115,410 142,440 165,195 179,665 195,306 211,605 229,014 277,512 319,341 351,236 411,856 -352 -1,835 -4,202 -7,130 -10,165 -12,898 -15,107 -16,750 -20,822 -20,259 -16,332 0
UP 200BP RATE SCENARIO
Y1
Y2
Y3
Y4
Y5
CUMULATIVE
>Y5
CML Δ FROM BASE
ASSETS
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5
>Y5 CASH FLOW
RESIDENTIAL REAL ESTATE & HOME EQUITY
200MM
6,760 4,180 4,750 3,325 2,824 2,912 2,949 3,115 9,544 7,382 5,581 24,143
160MM
COMMERCIAL REAL ESTATE
27,681 16,984 12,662 14,569 9,458 10,621 10,857 12,467 33,980 28,354 18,660 14,638
120MM
80MM
COMMERCIAL & INDUSTRIAL
20,230 8,254 7,296 5,421 3,334 2,987 4,080 2,878 7,702 5,291 3,423 5,506
40MM
OTHER TOTAL
18,169 14,988 4,689 2,368 1,889 1,854
623
591 1,345
239
304
0
0
BASE RATE SCENARIO
72,840 44,405 29,397 25,683 17,505 18,374 18,509 19,051 52,571 41,266 27,969 44,287 72,840 117,244 146,642 172,325 189,830 208,204 226,713 245,763 298,334 339,600 367,569 411,856
Y1
Y2
Y3
Y4
Y5
>Y5
CUMULATIVE
ASSETS
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5
>Y5
CASH FLOW
RESIDENTIAL REAL ESTATE & HOME EQUITY
6,768 4,406 5,262 4,095 3,692 3,784 3,615 3,650 10,769 7,953 5,835 17,634
200MM
160MM
COMMERCIAL REAL ESTATE
27,798 17,401 13,325 15,384 10,298 11,316 11,406 12,821 34,715 27,489 17,019 11,962
120MM
COMMERCIAL & INDUSTRIAL
80MM
20,264 8,369 7,457 5,614 3,528 3,154 4,171 2,972 7,863 5,056 3,120 4,834
40MM
OTHER TOTAL
18,184 15,033 4,737 2,424 1,935 1,876
634
588 1,206
192
250
0
0
73,014 45,209 30,781 27,517 19,452 20,130 19,826 20,031 54,553 40,690 26,224 34,430 73,014 118,223 149,004 176,521 195,973 216,103 235,929 255,960 310,513 351,202 377,426 411,856
Y1
Y2
Y3
Y4
Y5
CUMULATIVE
DOWN 100BP RATE SCENARIO
>Y5
CML Δ FROM BASE
174
979 2,362 4,195 6,143 7,899 9,216 10,196 12,178 11,602 9,858
0
Cloyd Bank & Trust - Page 14
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