CMS Case Study

5 Year NII Simulation - 12M Ramps YOY Comparison - 3/31/2021

Base Simulation as of 03/31/2021

Base Simulation as of 03/31/2020

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

6,525

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

5,800

5,075

4,350

3,625

2,900

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 200BP

Base

Down 100BP

Up 200BP

Base

Down 100BP

NII RESULTS

Y1

Y2

Y3

Y4

Y5

Y1

Y2

Y3

Y4

Y5

Y1

Y2

Y3

Y4

Y5

UP 200BP

20,580 20,298 21,120 22,001 22,850 19,980 18,312 17,513 16,855 16,557 19,734 17,402 16,110 15,139 14,623

2,800 2,439 2,390 2,442 2,615 17,780 17,859 18,730 19,559 20,234

2,360 1,331 1,109

880 1,029 17,620 16,981 16,405 15,975 15,529

BASE

DOWN 100BP

1,960

172 -253 -544 -498 17,774 17,230 16,363 15,683 15,121 DIFFERENCE

Cloyd Bank & Trust - Page 21