CMS Case Study

5 Year NII Simulation - Parallel Shock Scenarios - 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

8,425

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

7,175

5,925

4,675

3,425

2,175

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

Shock Up 400BP

Shock Up 300BP

Shock Up 200BP

Shock Up 400BP

Shock Up 300BP

Shock Up 200BP

Shock Up 100BP

Base

Shock Down 100BP

Shock Up 100BP

Base

Shock Down 100BP

NII RESULTS

Y1

Y2

Y3

Y4

Y5

Y1

Y2

Y3

Y4

Y5

Y1

Y2

Y3

Y4

Y5

SHOCK UP 400BP SHOCK UP 300BP SHOCK UP 200BP SHOCK UP 100BP

22,863 23,157 24,859 26,635 28,165 22,422 22,147 23,297 24,508 25,593 21,935 21,077 21,652 22,279 22,911 21,413 19,915 19,831 19,830 19,952 20,721 18,315 17,466 16,771 16,410

777 803 823 816 742

100 127 151 120

163 176 166

310 284 232 101 418 22,086 23,057 24,696 26,325 27,747 362 21,618 22,019 23,121 24,223 25,231 272 21,113 20,925 21,487 22,047 22,639 83 20,597 19,794 19,741 19,729 19,868 -84 -147 19,980 18,312 17,513 16,855 16,557

89

3

-48

BASE

SHOCK DOWN 100BP

19,483 16,327 15,113 14,237 13,778

78 -911 -1,057 -1,105 -1,149 19,405 17,238 16,170 15,343 14,928 DIFFERENCE

Cloyd Bank & Trust - Page 26