Capital Markets School - Case Study
8/17/22, 11:05 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 11:04:17 AM
06/30/2022
06/30/2021
12/31/2021
12/31/2020
12/31/2019
BANK PG 5 PCT BANK PG 5 PCT BANK
PG 5 PCT BANK PG 5 PCT BANK PG 5 PCT
42.03 26.82 12.21 47.96 1.52 22.24 28.33
17.38 4.90 4.89 65.01 4.82 15.19 10.96
97 98 91 10 34 80 90 49 55 70 74 52 89 63 42 97 97 94 76 94 92 38 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
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
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
28.96 13.69 9.50 59.29 2.23 15.65 15.91
17.77 3.76 4.36 65.48 3.44 11.93 8.08
83 90 86 29 50 71 80 36 42 85 70 60 78 66 66 77 77 82 17 86 67 21 81 52 25 73
7
25 53 85 55 68 80 72 58 83 68 54 78 78 81 66 80 69 35 76 60 30 68
CMO7S Total
0.68 0.68 0.00 0.00 0.00
1.87 1.38 0.15 0.03 0.23
0.96 0.96 0.00 0.00 0.00
1.61 0.90 0.05 0.03 0.12
0.81 0.81 0.00 0.00 0.00
1.75 1.04 0.09 0.03 0.16
0.00 0.00 0.00 0.00 0.00
1.58 0.68 0.00 0.03 0.05
0.08 0.08 0.00 0.00 0.00
1.99 1.10 0.02 0.03 0.08
Avg Life Over 3 Years
Structured Notes
Mortgage Servicing (FV)
Total
Overall Risk Indicators Available for Sale Held to Maturity Off Balance Sheet
42.17 0.00 12.75
21.31 0.99 15.01 -0.23 -2.34 53.28 1.20 51.58 66.89 5.15 61.10
34.84 0.00 13.96
18.56 0.39 14.26
45.98 0.00 12.31
20.52 0.44 14.20
20.84 0.00 14.12
16.07 0.36 13.99
24.45 0.00 17.77
15.03 0.44 15.06
Unrealized Appreciation/Depreciation Unrealized App/Dep % Tier 1 Cap
0.00 0.00
0.00 0.00
0.01 0.05
0.00 0.00
0.00 0.02
0.00 0.00
0.01 0.07
0.00 0.00
0.00 0.04
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
74.61 2.03 72.58 82.47 3.23 79.24
63.65 2.12 61.53 71.37 3.85 67.52
51.26 1.82 49.02 64.23 6.40 57.21
74.41 2.03 72.38 80.89 3.23 77.66
51.98 1.54 49.98 64.94 5.71 58.54
50.76 2.04 48.71 63.84 4.33 59.51
45.18 2.00 42.77 63.89 7.55 55.54
58.35 0.28 58.07 67.99 3.59 64.40
44.85 2.00 42.25 62.10 8.77 52.54
Non-Maturity Deposits
77.04
72.85
62
72.44
68.58
73.59
70.68
57
68.82
65.52
57
62.15
60.40
Non-Maturity Deps % Long Assets
103.26 143.58 -2.43 -19.31
14 113.81 140.58
98.90 143.29
12 135.59 155.20 87 -18.07 -20.06
43 106.50 143.89
Net Over 3 Year Position
85
-8.79 -17.06
0.82
-18.39
53
-3.79 -15.24
As % Tier 1 Capital Structured Notes
0.00 0.00 0.00
1.56 0.33 2.30
70 74 52
0.00 0.00 0.00
0.54 0.35 1.24
80 72 58
0.00 0.00 0.00
0.90 0.36 1.64
75 73 56
0.00 0.00 0.00
0.04 0.33 0.57
90 72 66
0.00 0.00 0.00
0.18 0.33 0.76
85 70 60
Mortgage Servicing (FV)
Total
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