CMS Case Study

5 Year NII Simulation - Alt. Ramp Scenarios Cont. - 6/30/2021

Base Simulation as of 06/30/2021

Base Simulation as of 03/31/2021

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

8,200

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

7,025

5,850

4,675

3,500

2,325

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 400BP 24M Flat Up 200BP

Up 200BP 24M Base

Up 400BP 24M Flat Up 200BP

Up 200BP 24M Base

Down 100BP

Down 100BP

NII RESULTS

YEAR 1 21,000 20,813 20,928 20,721 20,375

YEAR 2 19,560 19,287 19,135 18,315 17,091

YEAR 3 20,981 19,839 19,595 17,466 15,676

YEAR 4 23,524 20,538 20,649 16,771 14,693

YEAR 5 25,789 21,190 21,666 16,410 14,156

YEAR 1 20,645 20,491 20,385 19,980 19,734

YEAR 2 20,619 20,138 19,633 18,312 17,402

YEAR 3 22,579 21,015 20,369 17,513 16,110

YEAR 4 25,105 21,963 21,409 16,855 15,139

YEAR 5 27,375 22,843 22,436 16,557 14,623

UP 400BP 24M FLAT UP 200BP UP 200BP 24M

UP 400BP 24M FLAT UP 200BP UP 200BP 24M

BASE

BASE

DOWN 100BP

DOWN 100BP

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