CMS Case Study

5 Year NII Simulation - 12M Ramps YOY Comparison - 9/30/2021

Base Simulation as of 09/30/2021

Base Simulation as of 09/30/2020

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

7,125

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

6,250

5,375

4,500

3,625

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

21,172 20,805 21,900 23,154 24,323 21,499 20,401 19,800 19,416 19,297 21,012 18,626 17,207 16,309 15,825

1,887 1,450 2,284 2,743 3,179 19,285 19,355 19,617 20,411 21,144 2,772 2,841 3,485 3,718 4,031 18,727 17,560 16,316 15,698 15,266 2,405 1,426 1,415 1,237 1,249 18,608 17,200 15,792 15,072 14,576 DIFFERENCE

BASE

DOWN 100BP

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