CMS Case Study

Core Funding Utilization - 9/30/2021

42%

60%

79%

84%

 DOWN 100BP

 UP 200BP

 UP 400BP 24M

BASE

% UTILIZATION

BASE

 DOWN 100BP

 UP 200BP

 UP 400BP 24M

ASSETS > 60 MONTHS

278,685

197,430

350,617

373,711

CORE FUNDING VOLUME

EXCESS

VOLUME

EXCESS

VOLUME

EXCESS

VOLUME

EXCESS

EQUITY

80,393

0 0

80,393

0 0

80,393

0 0 0

80,393

0 0 0

OTHER LIABILITIES

3,692

3,692

3,692

3,692

DDA

201,576

6,976

201,576 125,885 34,674

88,232 214,117 248,790 248,790

201,576 125,885 34,674

201,576 125,885 34,674

NOW 125,885

132,861 167,535 167,535

60,930 95,603 95,603

37,835 72,509 72,509

SAVINGS

34,674

OTHER DEPOSITS

0

0

0

0

187,535

268,790

95,603

72,509

BORROWINGS

20,000

20,000

0

0

TOTAL CORE FUNDING 466,220

466,220

446,220

446,220

ASSETS >60M 278,685 219,349 164,589 122,346 109,040

CORE FUNDING

ASSETS >60M 197,430 157,685 131,222 104,529 97,278

CORE FUNDING

ASSETS >60M 350,617 273,792 206,102 164,540 150,193

CORE FUNDING

ASSETS >60M 373,711 292,007 217,988 176,158 162,475

CORE FUNDING

% UTIL

% UTIL

% UTIL

% UTIL

SEP-21 JUN-21 MAR-21 DEC-20

466,220 411,209 386,017 345,030 312,186

60% 53% 43% 35% 35%

466,220 411,209 386,017 345,030 312,186

42% 38% 34% 30% 31%

446,220 391,209 366,017 325,030 292,186

79% 70% 56% 51% 51%

446,220 391,209 366,017 325,030 292,186

84% 75% 60% 54% 56%

SEP-20

1. Core funding utilization measures the long term structural position of the balance sheet (i.e. EVE simulation) and quantifies the degree to which the Bank utilizes long-term (i.e. >5-years) funding sources to support long-term assets. The cumulative excess may be used as an indicator of the Bank's capacity to add additional long-term assets.

Cloyd Bank & Trust - Page 30