CMS Case Study

5 Year NII Simulation - Parallel Shock 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

8,725

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

YEAR 1

YEAR 2

YEAR 3

YEAR 4

YEAR 5

7,400

6,075

4,750

3,425

2,100

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

20,567 22,164 24,448 26,752 28,751 -2,296 -993 -411 20,916 21,938 23,583 25,265 26,770 -1,506 -209 285

116 586 22,863 23,157 24,859 26,635 28,165 757 1,177 22,422 22,147 23,297 24,508 25,593 980 1,398 1,780 21,935 21,077 21,652 22,279 22,911

21,217 21,652 22,632 23,676 24,691 21,479 21,279 21,529 21,912 22,352 21,499 20,401 19,800 19,416 19,297

-718

575

66 1,364 1,699 2,082 2,401 21,413 19,915 19,831 19,830 19,952 777 2,086 2,335 2,645 2,887 20,721 18,315 17,466 16,771 16,410 515 1,516 1,577 1,684 1,754 19,483 16,327 15,113 14,237 13,778 DIFFERENCE

BASE

SHOCK DOWN 100BP

19,998 17,843 16,690 15,922 15,532

Cloyd Bank & Trust - Page 26