CMS Case Study
Wholesale Funding Maturities - 9/30/2020
LIABILITIES
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5 >Y5 CASH FLOW
22.5MM
FHLB
20,000
0
0
0
0
0
0
0
0
0
0
0
18MM
NATIONAL & BROKERED DEPOSITS
0
0
0
0
0
0
0
0
0
0
0
0
13.5MM
9MM
OTHER WHOLESALE
0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
4.5MM
TOTAL
20,000
0
CUMULATIVE
20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 20,000 0
Y1
Y2
Y3
Y4
Y5
>Y5
UP 200BP RATE SCENARIO
CML Δ FROM BASE
LIABILITIES
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5 >Y5 CASH FLOW
22.5MM
FHLB
0
0
0
0
0
0
0
0
0
0
0 20,000
18MM
NATIONAL & BROKERED DEPOSITS
13.5MM
0
0
0
0
0
0
0
0
0
0
0
0
9MM
OTHER WHOLESALE
0
0
0
0
0
0
0
0
0
0
0
0
4.5MM
0
TOTAL
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 20,000 0 20,000
BASE RATE SCENARIO
Y1
Y2
Y3
Y4
Y5
>Y5
CUMULATIVE
LIABILITIES
Q1Y1 Q2Y1 Q3Y1 Q4Y1 Q1Y2 Q2Y2 Q3Y2 Q4Y2
Y3
Y4
Y5 >Y5 CASH FLOW
22.5MM
FHLB
0
0
0
0
0
0
0
0
0
0
0 20,000
18MM
NATIONAL & BROKERED DEPOSITS
0
0
0
0
0
0
0
0
0
0
0
0
13.5MM
9MM
OTHER WHOLESALE
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0
0
4.5MM
TOTAL
0 20,000 0 20,000
0
CUMULATIVE
Y1
Y2
Y3
Y4
Y5
>Y5
CML Δ FROM BASE
0
0
DOWN 100BP RATE SCENARIO
Cloyd Bank & Trust - Page 15
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