DataPalooza 2022

Internal Use Only

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 (%)

Internal Use Only

Adjusted Texas Ratio Model Inputs

• Construction and Dev Loans/ Risk ‐ Based Capital (%) • Loan Loss Reserves/ Gross Loans (%) • Net Loans and Leases/ Assets (%) • NonCurrent Loans/ Loan Loss Reserves (%) • NonOwner Occupied CRE Loans/ Risk ‐ Based Capital (%) • Total PD + Nonaccrual Loans/ Loans (%) • Tier 1 Capital Leverage Ratio (%) • Efficiency Ratio (FTE) (%) • Return on Average Assets (%) • Bankruptcies: Personal ‐ Total ‐ 12 months ending; (#; NSA) • Consumer Credit: Non ‐ revolving; (Mil. USD; SA) • Consumer Credit: Revolving; (Mil. USD; SA) • Home Mortgages: All Loans ‐ Percent of Loans Past Due 90 Days; (%; SA) •

Terms Conventional Mortgages: All Loans ‐ Composite Effective Rate; (%; NSA) • Total Securities/ Assets (%) • Treasuries & Agencies / Total Securities (%) • Net NonCore Funding Dependence (%) • Pre ‐ Provision Run Rate • Long ‐ term Assets/ Assets (%) • Tier 1 Capital ($000) • State ‐ level unemployment rate (%) • Changes in state ‐ level unemployment rate over the past two quarters • Change in Financial Select Sector SPDR Fund Index over past one quarter