Large Bank Examination Workshop February 2026

Maturity Gap Report • Slots assets and liabilities into time buckets based on contractual maturity • Captures forecasted contractual cash flows, not repricing • Measures liquidity risk • Gives a different view of risk than a repricing gap report does 39

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Maturity GAP Report

Liquidity Risk Analysis

$ 000s

Remaining Time before Maturity

Up to 3 Months

> 3 Mo <= 1 yr.

> 1 Yr <= 5 Yrs

Over 5 Yrs

Total

Assets

Interest Bearing Bank Balances

$49

$568

$0

$0

$617

Securities

$4,356 $3,118 $5,489 $2,788 $15,751

Interbank Funds Sold and Reverse Repos

$200

$0

$0

$0

$200

Loans and Leases

$8,767

$0 $9,665 $15,000 $33,432

Total Assets

$13,372 $3,686 $15,154 $17,788 $50,000

Cumulative Total

$13,372 $17,058 $32,212 $50,000

Liabilities

Now Accounts MMDA Accounts

$1,011 $1,909 $2,223

$0 $0 $0

$0 $12,649 $13,660

$0

$0 $1,909

Savings and Demand Deposits

$0 $2,503 $4,726

Time Deposits

$6,163 $14,444 $9,098

$0 $29,705

Interbank Funds Pur and and Repos

$0

$0

$0

$0

$0

Total Liabilities

$11,306 $14,444 $9,098 $15,152 $50,000

Cumulative Total

$11,306 $25,750 $34,848 $50,000

$2,066 ($10,758)

$6,056 $2,636

$0

Gap

$2,066 ($8,692) ($2,636)

$0

Cumulative Gap

118.27% 66.24% 92.44% 100.00% 4.13% -17.38% -5.27% 0.00%

Assets/ Liab

Cumulative/Earning Assets

40

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