Capital Markets School - Case Study
8/17/22, 11:01 AM
Print UBPR Report - FFIEC Central Data Repository's Public Data Distribution
Interest Rate Risk
FDIC Certificate # OCC Charter # 0 Public Report Long Assets Insts w/Options Mortgage Loans & Pass Thrus Loans & Securities Over 15 Years Loans & Securities 5-15 Years Other Loans and Securities Loans & Securities Over 15 Years Loans & Securities 5-15 Years Total Loans & Securities Over 15 Years
FRB District/ID_RSSD 6 / County:
CLOYD BANK & TRUST; GREENBOW , AL Interest Rate Risk Analysis as a Percent of Assets--Page 9
08/17/2022 10:59:24 AM
12/31/2021
09/30/2021
06/30/2021
03/31/2021
12/31/2020
BANK PG 5 PCT BANK PG 5 PCT BANK PG 5 PCT BANK PG 5 PCT BANK PG 5 PCT
44.10 28.09 13.02 45.83 1.62 20.08 29.71
16.75 4.74 4.59 62.23 4.94 15.17 10.92
97 98 93 11 36 73 91 52 63 75 73 56 92 67 44 82 82 95 69 95 91 33 94
43.08 27.12 12.73 45.18 1.64 18.05 28.76
16.80 4.65 4.60 61.94 4.80 14.85 10.62
97 98 92 10 36 67 91 54 66 78 73 57 91 68 50 79 79 93 66 93 89 25 94
36.89 21.77 11.66 44.40 0.93 15.00 22.70
16.53 4.49 4.47 62.84 4.70 14.47 10.28
95 96 91
28.18 15.13 9.30 46.00 1.32 13.50 16.45
16.32 4.32 4.29 62.66 4.50 13.46 9.81
86 91 86
26.32 13.11 8.95 51.39 1.52 13.74 14.62
16.70 4.15 4.32 63.36 4.47 12.95 9.60
82 90 84 16 34 55 72 31 44 90 72 66 67 68 56 77 77 64 61 64 46 33 58 57 43 53
7
8
25 53 85 55 68 80 72 58 83 68 54 78 78 81 66 80 69 35 76
31 51 75 42 53 85 72 61 69 67 51 78 78 61 65 61 44 36 55
CMO7S Total
0.81 0.81 0.00 0.00 0.00
1.75 1.04 0.09 0.03 0.16
0.89 0.89 0.00 0.00 0.00
1.71 0.93 0.07 0.03 0.13
0.96 0.96 0.00 0.00 0.00
1.61 0.90 0.05 0.03 0.12
0.25 0.25 0.00 0.00 0.00
1.53 0.86 0.02 0.03 0.08
0.00 0.00 0.00 0.00 0.00
1.58 0.68 0.00 0.03 0.05
Avg Life Over 3 Years
Structured Notes
Mortgage Servicing (FV)
Total
Overall Risk Indicators Available for Sale Held to Maturity Off Balance Sheet
45.98 0.00 12.31
20.52 0.44 14.20
44.29 0.00 13.29
19.31 0.41 14.20
34.84 0.00 13.96
18.56 0.39 14.26
23.86 0.00 13.21
17.03 0.36 13.97
20.84 0.00 14.12
16.07 0.36 13.99
Unrealized Appreciation/Depreciation Unrealized App/Dep % Tier 1 Cap
0.00 0.00
0.00 0.02
0.00 0.00
0.00 0.04
0.00 0.00
0.01 0.05
0.00 0.00
0.00 0.05
0.00 0.00
0.01 0.07
Contractual Mat/Reprice Data Loans/Securities Over 3 Year Liabilities Over 3 Year Net Over 3 Year Position Loans/Securities Over 1 Year Liabilities Over 1 Year Net Over 1 Year Position
74.41 2.03 72.38 80.89 3.23 77.66
51.98 1.54 49.98 64.94 5.71 58.54
71.96 1.99 69.97 78.89 2.86 76.03
51.47 1.69 49.34 64.30 6.12 57.52
63.65 2.12 61.53 71.37 3.85 67.52
51.26 1.82 49.02 64.23 6.40 57.21
53.29 2.13 51.16 63.42 4.17 59.26
48.59 1.88 46.29 63.96 6.90 56.27
50.76 2.04 48.71 63.84 4.33 59.51
45.18 2.00 42.77 63.89 7.55 55.54
Non-Maturity Deposits
73.59
70.68
57
74.03
69.38
64
72.44
68.58
60
72.29
67.80
62
68.82
65.52
Non-Maturity Deps % Long Assets
98.90 143.29
12 102.87 141.54
17 113.81 140.58
30 135.65 146.95 68 -19.00 -18.95
48 135.59 155.20 49 -18.07 -20.06
Net Over 3 Year Position
0.82
-18.39
87
-2.06 -17.65
82
-8.79 -17.06
As % Tier 1 Capital Structured Notes
0.00 0.00 0.00
0.90 0.36 1.64
75 73 56
0.00 0.00 0.00
0.70 0.34 1.41
78 73 57
0.00 0.00 0.00
0.54 0.35 1.24
80 72 58
0.00 0.00 0.00
0.25 0.34 0.88
85 72 61
0.00 0.00 0.00
0.04 0.33 0.57
90 72 66
Mortgage Servicing (FV)
Total
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