CMS Case Study

Liquidity Projection - 9/30/2020

90 Day Liquidity Forecast

Net New Loan Fundings

Net Core Deposit Flows*

NET CORE + DEPOSIT FLOWS*

NON-PLEDGABLE + INV CASH FLOWS

PROJECTED = BASIC SURPLUS

100MM

NET NEW LOAN − FUNDINGS

TIER 2 BASIC SURPLUS

50MM

CURRENT FORECAST 06/30/2020 FORECAST

67,947

0

0

600

68,547

84,860

0

0

1,865

86,725

0

ACTUAL

84,860

787 787

-12,913 -12,913

1,865

73,025

-50MM

FORECAST VARIANCE

-13,700

09/19-12… 12/19-03… 03/20-06… 06/20-09…

09/19-12/19 12/19-03/20 03/20-06/20 06/20-09/20

*Excludes National, Brokered, Brokered One-Way, and Retail Repos

Actual

Forecast

Actual

Forecast

24 Month Cash Flow Projections

200MM

400MM

100MM

200MM

0

0

Q1Y1

Q2Y1

Q3Y1

Q4Y1

Q1Y2

Q2Y2

Q3Y2

Q4Y2

Q1Y1

Q2Y1

Q3Y1

Q4Y1

Q1Y2

Q2Y2

Q3Y2

Q4Y2

Asset

Liability

Net

Cumulative Net

ASSETS

Q1Y1 77,273 15,043 5,359 26,343 35,829 159,848

Q2Y1

Q3Y1

Q4Y1

Q1Y2

Q2Y2

Q3Y2

Q4Y2

Overnight Investments All Other Investments

0

0

0

0

0

0

0

11,025 5,328 16,058 32,906 65,317

10,615 3,766 12,722 10,484 37,587

11,228 4,422 12,216 10,335 38,201

7,124 3,000 10,660 5,406 26,190

6,892 2,698 9,022 5,093

4,482 2,807 9,981 4,554

6,122 2,740 10,232 4,120 23,214

Residential Real Estate & Home Equity Loans Commercial & Ag Real Estate Loans

All Other Loans

Total Asset Cash Flow LIABILITIES Retail Time Deposits Brokered Deposits Wholesale Borrowings Total Liability Cash Flow

23,705

21,823

33,323

32,505

7,120

11,163

8,997

3,823

1,794

4,714

0 0

0 0

0 0

0 0

0 0

0 0

0 0

0 0

33,323 126,525 126,525

32,505 32,812 159,336

7,120 30,467 189,804

11,163 27,038 216,842

8,997 17,194 234,035

3,823 19,882 253,917

1,794 20,030 273,947

4,714 18,500 292,446

Net Cash Flow

Cumulative Net Cash Flow

1. Projections to be discussed @ ALCO.

Cloyd Bank & Trust - Page 12