Capital Markets School - Case Study

50BP Increase in Short Term Market Rates - 12/31/2021

50BP Increase in Short Term Market Rates

Base Simulation as of 12/31/2021

Monthly Net Interest Income (NII) Projections

Monthly Net Interest Income (NII) Projections

2,050

YEAR 1

YEAR 2

YEAR 1

YEAR 2

2,000

1,950

1,900

1,850

1,800

M1

M2

M3

M4

M5

M6

M7

M8

M9

M1

M2

M3

M4

M5

M6

M7

M8

M9

M1

M2

M3

M4

M5

M6

M7

M8

M9

M1

M2

M3

M4

M5

M6

M7

M8

M9

M10

M11

M12

M10

M11

M12

M10

M11

M12

M10

M11

M12

Base

Base

NII RESULTS

Y1

Y2

Y1

Y2

Y1

Y2

23,091

22,939

-105

-64

23,196

23,003

BASE

DIFFERENCE

1. All short term market rates (1Y and less) are in increased by 50bps. 2. This simulation represents no changes to deposit rates.

Cloyd Bank & Trust - Page 42