CMS Case Study

5 Year NII Simulation - 12M Ramps YOY Comparison - 6/30/2021

Base Simulation as of 06/30/2021

Base Simulation as of 06/30/2020

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

6,500

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

5,750

5,000

4,250

3,500

2,750

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

20,922 19,621 20,366 21,256 22,091 20,721 18,315 17,466 16,771 16,410 20,375 17,091 15,676 14,693 14,156

933 -832 1,386 -243

-55 453

31

176 19,989 20,453 20,421 21,226 21,915 468 19,335 18,558 17,012 16,440 15,941

331

BASE

DOWN 100BP

1,046 -1,290 -1,034 -1,367 -1,392 19,329 18,382 16,710 16,060 15,548 DIFFERENCE

Cloyd Bank & Trust - Page 21