CMS Case Study

5 Year NII Simulation - Alt. Ramp Scenarios Cont. - 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

8,300

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

7,100

5,900

4,700

3,500

2,300

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 21,252 21,014 21,464 21,499 21,012

YEAR 2 20,227 20,235 20,549 20,401 18,626

YEAR 3 21,724 20,948 21,169 19,800 17,207

YEAR 4 24,687 21,830 22,582 19,416 16,309

YEAR 5 27,324 22,641 23,923 19,297 15,825

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

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

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

BASE

BASE

DOWN 100BP

DOWN 100BP

Cloyd Bank & Trust - Page 23