CMS Case Study

5 Year NII Simulation - Alt. Ramp Scenarios - 9/30/2021

Base Simulation as of 09/30/2021

Base Simulation as of 06/30/2021

Quarterly Net Interest Income (NII) Projections

Quarterly Net Interest Income (NII) Projections

7,100

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

6,200

5,300

4,400

3,500

2,600

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

Flat Up 200BP

Up 200BP

Base

Down 100BP

Flat Up 200BP

Up 200BP

Base

Down 100BP

NII RESULTS

YEAR 1 21,014 21,172 21,499 21,012

YEAR 2 20,235 20,805 20,401 18,626

YEAR 3 20,948 21,900 19,800 17,207

YEAR 4 21,830 23,154 19,416 16,309

YEAR 5 22,641 24,323 19,297 15,825

YEAR 1 20,813 20,922 20,721 20,375

YEAR 2 19,287 19,621 18,315 17,091

YEAR 3 19,839 20,366 17,466 15,676

YEAR 4 20,538 21,256 16,771 14,693

YEAR 5 21,190 22,091 16,410 14,156

FLAT UP 200BP

FLAT UP 200BP

UP 200BP

UP 200BP

BASE

BASE

DOWN 100BP

DOWN 100BP

Cloyd Bank & Trust - Page 22