CMS Case Study

5 Year NII Simulation - Alt. Ramp Scenarios - 3/31/2021

Base Simulation as of 03/31/2021

Base Simulation as of 12/31/2020

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

6,575

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

5,825

5,075

4,325

3,575

2,825

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

Flat Up 200BP

Up 200BP

Base

Down 100BP

Yield Curve Twist

Up 200BP

Base

Down 100BP

NII RESULTS

YEAR 1 20,491 20,580 19,980 19,734

YEAR 2 20,138 20,298 18,312 17,402

YEAR 3 21,015 21,120 17,513 16,110

YEAR 4 21,963 22,001 16,855 15,139

YEAR 5 22,843 22,850 16,557 14,623

YEAR 1 19,221 19,702 18,789 18,619

YEAR 2 18,848 19,997 17,151 16,629

YEAR 3 19,836 20,839 16,317 15,584

YEAR 4 20,920 21,627 15,631 14,762

YEAR 5 21,947 22,386 15,242 14,302

FLAT UP 200BP

YIELD CURVE TWIST

UP 200BP

UP 200BP

BASE

BASE

DOWN 100BP

DOWN 100BP

Cloyd Bank & Trust - Page 22