CMS Case Study
Loan Cash Flows - 9/30/2020
ASSETS
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5
>Y5
CASH FLOW
RESIDENTIAL REAL ESTATE & HOME EQUITY
5,339 4,983 3,076 3,558 2,092 1,908 2,012 2,039 8,381 6,021 5,149 28,535
200MM
160MM
COMMERCIAL REAL ESTATE
26,120 15,260 11,460 10,607 9,053 7,547 8,760 9,285 28,657 29,795 23,672 22,413
120MM
COMMERCIAL & INDUSTRIAL
80MM
10,092 12,739 6,800 6,321 2,712 2,757 2,322 3,423 7,243 5,182 6,846 4,515
40MM
OTHER TOTAL
25,635 19,857 3,245 3,565 2,207 1,941 1,913
536 1,497
486
443
41
0
67,186 52,838 24,581 24,051 16,065 14,154 15,007 15,282 45,777 41,485 36,110 55,504 67,186 120,024 144,605 168,657 184,722 198,876 213,882 229,164 274,942 316,426 352,536 408,040 -346 -1,800 -4,190 -7,112 -10,114 -12,772 -15,107 -16,917 -21,360 -21,047 -16,270 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
5,359 5,328 3,766 4,422 3,000 2,698 2,807 2,740 10,092 7,039 5,487 20,356
160MM
COMMERCIAL REAL ESTATE
26,343 16,058 12,722 12,216 10,660 9,022 9,981 10,232 31,065 28,795 20,088 15,445
120MM
80MM
COMMERCIAL & INDUSTRIAL
10,166 12,960 7,119 6,671 3,104 3,084 2,618 3,570 7,770 5,032 5,467 3,391
40MM
OTHER TOTAL
25,663 19,946 3,364 3,664 2,302 2,009 1,936
550 1,293
306
291
41
0
BASE RATE SCENARIO
67,532 54,292 26,972 26,973 19,066 16,813 17,341 17,092 50,220 41,172 31,333 39,234 67,532 121,824 148,796 175,769 194,835 211,648 228,989 246,081 296,301 337,473 368,807 408,040
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
5,366 5,592 4,391 5,219 3,861 3,405 3,442 3,188 10,992 7,330 5,521 14,787
200MM
160MM
COMMERCIAL REAL ESTATE
26,455 16,460 13,358 13,022 11,448 9,726 10,544 10,648 31,967 27,991 18,347 12,664
120MM
COMMERCIAL & INDUSTRIAL
80MM
10,204 13,072 7,280 6,846 3,295 3,238 2,754 3,633 7,946 4,852 4,861 2,971
40MM
OTHER TOTAL
25,678 19,991 3,425 3,713 2,346 2,037 1,939
549 1,168
241
238
41
0
67,702 55,116 28,453 28,799 20,950 18,406 18,678 18,018 52,074 40,414 28,967 30,464 67,702 122,818 151,271 180,070 201,020 219,426 238,104 256,122 308,196 348,610 377,577 408,040
Y1
Y2
Y3
Y4
Y5
CUMULATIVE
DOWN 100BP RATE SCENARIO
>Y5
CML Δ FROM BASE
170
994 2,475 4,301 6,185 7,778 9,115 10,040 11,894 11,136 8,770
0
Cloyd Bank & Trust - Page 14
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