CMS Case Study

First page Table of contents Previous page 702-703 Next page Last page

Detailed Simulation Assumptions - 9/30/2021

NEW CASHFLOW PREPAY TYPE

STARTING

EXISTING REPRICING

NEW VOLUME

NEW REPRICING

REP FREQ

CHG CAP

CHG FLOOR

LIFE CAP

LIFE FLOOR

FIXED PER

REP FREQ

CHG CAP

CHG FLOOR

LIFE

LIFE FLOOR

TERM (MTHS)

AMORT (WAM) EXISTING NEW

BALANCE RATE ACCRUAL

INDEX OFFSET RATE

CAP

CRE Adj 1M (Prime) I/O 16,837 4.04 Act/360

WSJ Prime 0.63 3.88 -- 1 Month LIBOR 2.75 2.84 -- 1 Month LIBOR 2.35 2.44 -- WSJ Prime 1.70 4.95 --

-- -- -- -- -- --

-- -- -- -- -- -- -- -- -- -- -- --

-- -- -- -- -- --

-- -- -- --

-- -- -- -- -- --

-- User Def. -- User Def. -- User Def. -- User Def.

-- -- -- --

CRE Adj 1M (1M LIBOR)

426 3.75 Act/360

CRE Adj 1M (1M LIBOR) I/O 1,100 2.46 Act/360

CRE Adj 3M (Prime)

728 4.95 Act/360

20% to CASHFLOW: CRE Floating Rem to CASHFLOW: CRE Fixed (5Y)

-- --

WSJ Prime 0.25 3.50 2 Year FHLB 3.34 3.95

WSJ Prime 0.25 3.50

1 1 --

48 60

-- User Def. -- User Def.

CASHFLOW: Home Equity HE Adj 1M (Prime) I/O LOC 17,856 4.22 Act/Act

WSJ Prime 0.43 3.68 --

-- --

-- -- -- --

-- --

Rem to CASHFLOW: HE Floating

WSJ Prime 0.25 3.50

1 1 --

-- 18.00

180

-- User Def.

CASHFLOW: Install Install Fixed -

7,264 6.13 Act/Act

-- --

-- -- -- -- -- -- --

-- -- -- -- -- -- -- -- -- -- -- -- -- --

-- -- -- -- -- -- --

-- -- -- -- -- --

-- -- -- -- -- -- --

-- User Def. -- User Def. -- User Def. -- User Def. -- User Def. -- User Def.

-- -- -- -- -- --

Install Fixed - I/O 588 4.76 Act/Act

Install Adj 1M (Prime)

753 3.50 Act/Act

WSJ Prime WSJ Prime

-- 3.25 -- -- 3.25 --

Install Adj 1M (Prime) I/O 247 3.25 Act/Act

Install Fixed - I/O LOC

5 5.77 Act/Act

Install Adj 1M (Prime) I/O LOC 1,361 4.54 Act/Act

WSJ Prime 0.45 3.70 --

Rem to CASHFLOW: Install Fixed (2.5Y)

2 Year FHLB 5.64 6.25

-- User Def.

CASHFLOW: Gov & Agy Gov&Agy Fixed -

1,504 0.75 Act/360

-- --

-- -- -- --

-- --

Rem to CASHFLOW: Gov & Agy Fixed

10 Year FHLB 1.81 3.63

240

CASHFLOW: PPP Gov&Agy Fixed - PPP

9,464 1.00 Act/360

-- -- -- -- -- -- -- -- --

-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- --

-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- --

Rem to CASHFLOW: Fed Funds Unearned SBA PPP Orig. Fees

Fed Funds (0.10) 0.15

1 1 -- 1 1 --

0.01

(396) (429)

-- Act/Act -- Act/Act

-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- --

Loan Adjustment

-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- --

Loan Loss Reserve (7,645)

30/360 30/360 30/360 30/360 30/360

Cash & Due

8,473 -- 18,203 -- 17,411 -- 11,887 --

BOLI

Fixed Assets Other Assets Liability

DDA 201,576 -- Act/Act

1 --

NOW - Cloyd Select NOW - Cloyd Plus

NOW - Cloyd Select NOW - Cloyd Plus NOW - Business Edge

17,491 0.05 Act/Act 3,048 0.45 Act/Act

-- 0.05 1 -- -- 0.46 1 -- -- 0.17 1 -- -- 0.13 1 -- -- 0.16 1 --

NOW - Business Edge 105,347 0.17 Act/Act

NOW - Cloyd Prime (<10K) NOW - Cloyd Prime (10K-50K) NOW - Cloyd Prime (50K-150K)

NOW - Cloyd Prime (<10K)

355 0.13 Act/Act

11,135 0.16 Act/Act NOW - Cloyd Prime (10K-50K)

NOW - Cloyd Prime (50K

31,104 0.23 Act/Act

-- 0.23 1 --

150K)

NOW - Kasasa 39,009 1.21 Act/Act Public NOW 6,411 0.64 Act/Act Savings - Secure 32,279 0.05 Act/Act

NOW - Kasasa

-- 1.22 1 --

Public NOW -- 0.64 1 --

Savings - Secure

-- 0.05 1 -- -- 0.05 1 -- -- 0.10 1 -- -- 0.10 1 -- -- 0.13 1 -- -- 0.19 1 -- -- 0.20 1 -- -- 0.16 1 -- -- 0.15 1 -- -- 0.22 1 -- -- 0.21 1 -- -- 0.32 1 -- -- 0.27 1 --

Savings - Business Secure MMDA - Cloyd (<10K) MMDA - Cloyd (10K+) MMDA - Cloyd (20K+) MMDA - Cloyd (50K+) MMDA - Cloyd (100K+) MMDA - Business (<20K) MMDA - Business (20K+) MMDA - Business (50K+) MMDA - Business (100K+) MMDA - Business (250K+)

2,395 0.05 Act/Act 80 0.10 Act/Act 128 0.10 Act/Act 96 0.13 Act/Act 1,514 0.19 Act/Act 12,023 0.20 Act/Act 94 0.16 Act/Act 572 0.15 Act/Act 1,433 0.22 Act/Act 3,094 0.21 Act/Act 42,153 0.32 Act/Act 944 0.12 Act/Act 16,841 0.18 Act/Act 13,513 0.34 Act/Act 10,088 0.51 Act/Act 1,153 0.61 Act/Act 1,028 0.79 Act/Act 727 0.78 Act/Act

Public MMDA 32,389 0.27 Act/Act

Public MMDA

CASHFLOW: CDs CD 1-5 Months CD 6-11 Months CD 12-17 Months CD 18-23 Months CD 24-35 Months CD 36-47 Months CD 48-59 Months

-- -- -- -- -- -- --

Cloyd Bank & Trust - Page 65

Made with FlippingBook PDF to HTML5