CMS Case Study

5 Year NII Simulation - Alt. Ramp Scenarios - 9/30/2020

Base Simulation as of 09/30/2020

Base Simulation as of 06/30/2020

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

6,225

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

5,575

4,925

4,275

3,625

2,975

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

Yield Curve Twist

Up 200BP

Base

Down 100BP

Yield Curve Twist

Up 200BP

Base

Down 100BP

NII RESULTS

YEAR 1 19,064 19,285 18,727 18,608

YEAR 2 18,644 19,355 17,560 17,200

YEAR 3 18,673 19,617 16,316 15,792

YEAR 4 19,705 20,411 15,698 15,072

YEAR 5 20,708 21,144 15,266 14,576

YEAR 1 19,753 19,989 19,335 19,329

YEAR 2 19,810 20,453 18,558 18,382

YEAR 3 19,607 20,421 17,012 16,710

YEAR 4 20,642 21,226 16,440 16,060

YEAR 5 21,595 21,915 15,941 15,548

YIELD CURVE TWIST

YIELD CURVE TWIST

UP 200BP

UP 200BP

BASE

BASE

DOWN 100BP

DOWN 100BP

Cloyd Bank & Trust - Page 22