DataPalooza 2021

Exception Model Inputs

• Liquidity Ratio (%) • Core Deposits / Total Deposits (%) • Cost of Savings Deps (Incl MMDAs) (%) • Liquid Assets / Total Assets (%) • Net Loans and Leases / Total Deposits (%) • Number of quarters in which the asset grew more than 10% in the last four quarters • Pre ‐ Provision Run Rate

• Commercial and Industrial Loans / Risk ‐ Based Capital (%) • Construction and Dev Loans / Risk ‐ Based Capital (%) • Net Loans and Leases/ Assets (%) • Total CRE Loans / Risk ‐ Based Capital (%) • Total Past Due Loans / Loans (%) • Return on Average Assets (%) • Terms Conventional Mortgages: All Loans ‐ Composite Effective Rate; (%; NSA) • Total Securities / Assets (%) • Treasuries & Agencies / Total Securities (%)

• Net Loans & Leases / Total Deposits (%) • Other Securities / Total Investments (%)

Future Stress Testing Capabilities