CMS Case Study

5 Year NII Simulation - 12M Ramps YOY Comparison - 9/30/2020

Base Simulation as of 09/30/2020

Base Simulation as of 09/30/2019

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

6,025

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

5,325

4,625

3,925

3,225

2,525

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

19,285 19,355 19,617 20,411 21,144 18,727 17,560 16,316 15,698 15,266 18,608 17,200 15,792 15,072 14,576

2,375 2,684 2,006 1,839 1,799 16,909 16,671 17,611 18,572 19,345

1,765 1,059

96 -310 -524 16,962 16,500 16,219 16,008 15,790

BASE

DOWN 100BP

1,814 1,439 1,119 1,280 1,474 16,794 15,761 14,673 13,792 13,102 DIFFERENCE

Cloyd Bank & Trust - Page 21