CMS Case Study

First page Table of contents Previous page 358-359 Next page Last page

Static Gap - 3/31/2021

Base Simulation as of 3/31/2021, Base Scenario TOTAL

APR-21

MAY-21

JUN-21

4-6 MONTHS

7-12 MONTHS 13-24 MONTHS 25-60 MONTHS OVER 60 MONTHS

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

VOL RATE

ASSETS Investment Overnight

146,145

0.10 146,145

0.10

- -

- -

-

-

-

-

-

-

-

-

-

-

- -

- -

Other Liquid Asset

4,929

2.85

-

-

980

3.00 2,465 1.97 5,452

2.99

245

3.05

994

2.19

245

3.40

MBS CMO Muni

143,691 2,014 35,813 1,435 1,110 4,669 2,118 59,950 7,751 72,510 209,525 18,061 10,144 23,946

1.75 3,121

2.17 2,120

2.04 1,785

1.94 9,678

1.89 18,623

1.83 41,958

1.74 60,953

1.65 2.42 2.58

2.42 3.31 0.82 3.72 3.28 0.00

35 14

2.42 3.36

22

2.42 5.07

20 14

2.42 3.36 3.93 3.72 3.21

74

2.42

139

2.42

276

2.42

576

2.42

871

454

643

2.82 2,593

3.09 4,933

3.56 15,962

3.75 11,199

Corporate

- -

- -

- -

- -

300

- -

- -

- -

- -

- -

- -

- -

- -

1,135

- -

Stock

1,110

-

Other Investment Unrealized G/L

0 -

3.21

0 -

3.21

0 -

249

2.99

226

3.01

392

3.04

842

3.12 2,958

3.40

-

-

-

-

-

-

-

-

-

-

-

2,118

-

TOTAL INVESTMENT

341,923 1.24 149,315 0.14 2,597 2.57 4,210 2.82 8,884 2.33 12,881 2.18 25,219 2.21 59,583 2.31 79,234 1.79

Loan

Residential

4.10 1,726

4.91 1,391

5.11

912

4.72 3,703 4.25 2,927 4.89 5,535 4.99 12,287 6.55 1,167 1.01 9,537 - -

4.81 4,922

4.58 8,703

4.60 18,398

4.24 20,196

3.35

Residential - Constr

4.36

892

5.01

858

4.41 2,165 5.02 1,189 4.72 5,382

4.23

807

4.41

101

3.75

-

-

-

-

C & I

4.35 20,437 4.55 42,639 4.32 18,061 5.74 3,039 0.99 4,354

4.27 1,675 4.16 6,791

4.58 7,729 4.55 21,898 6.07 1,905 1.01 2,346 - -

4.77 11,162 4.61 36,739 6.23 2,261 1.11 1,233 - -

4.73 19,718 4.68 70,243

4.22 5,066 4.68 13,547

3.02 4.35 8.25 1.00 -

Commercial RE Home Equity Installments

4.32 4.67

-

-

-

-

-

-

- 5 0

334

6.55

319

6.36 1,114

5.76 3.72

Gov & Agy Guaranteed

0.73 3,179

1.01 3,179

1.21

118

Other Loan Adjustments

774 (21)

0.00 0.00 0.00

0 - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- - -

- -

774 (21)

- - -

Loan Loss Reserve

(6,082)

- (6,082)

TOTAL LOAN

396,557 4.31 91,149 4.09 14,227 3.99 13,146 3.92 35,156 3.64 39,607 4.51 60,199 4.67 109,591 4.53 33,483 4.24

Other

Other Asset

51,872

0.00

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- -

- 51,872 - 51,872

- -

TOTAL OTHER TOTAL ASSETS

51,872 0.00

790,352 2.70 240,464 1.64 16,825 3.77 17,356 3.65 44,039 3.38 52,488 3.93 85,418 3.94 169,173 3.75 164,589 1.72

Cloyd Bank & Trust - Page 32

Made with FlippingBook PDF to HTML5