Supervisors Symposium - December 2023

Internal Use Only

And the growth in loans has reduced total risk based capital ratios . . .

Risk Based Capital / Risk ‐ Weighted Assets

Tangible Equity / Tangible Assets

17.00

12.00

Industry

Industry

16.50

10.00

Mid ‐ Atlantic

Mid ‐ Atlantic

16.00

8.00

Mid ‐ West

Mid ‐ West

15.50

6.00

North ‐ East

North ‐ East

15.00

4.00

South ‐ East

14.50

South ‐ East

2.00

14.00

South ‐ West

South ‐ West

0.00

13.50

West

West

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3

Risk Based Capital / Risk ‐ Weighted Assets

Tangible Equity / Tangible Assets

Change QoQ

Change YoY

Change QoQ

Change YoY

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3 9.88 9.02 8.63 8.37 8.61 8.86 8.86 8.72 9.87 9.47 9.34 9.16 9.22 9.30 9.31 9.22 9.90 8.97 8.46 8.12 8.36 8.65 8.56 8.30 10.20 9.73 9.27 8.91 9.18 9.25 9.13 9.03 9.81 8.89 8.37 8.33 8.57 8.76 8.88 8.77 9.91 8.97 8.66 8.53 8.81 9.03 9.10 9.09 9.64 9.10 8.90 9.00 9.48 9.51 9.69 9.83

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3 15.95 15.93 15.62 15.54 15.31 15.42 15.36 15.33 16.17 16.13 16.05 15.98 15.78 15.67 15.56 15.70 15.61 15.65 15.34 15.09 14.78 14.98 14.72 14.80 15.89 15.61 14.97 14.83 14.73 14.90 14.73 14.77 15.98 15.84 15.63 15.44 15.36 15.45 15.37 15.36 16.60 16.59 16.36 16.38 16.34 16.41 16.54 16.62 15.92 16.13 15.87 15.89 15.74 15.95 15.99 16.13

Industry

‐ 0.14 ‐ 0.09 ‐ 0.26 ‐ 0.10 ‐ 0.11 ‐ 0.01 0.14

0.35 0.06 0.18 0.13 0.44 0.57 0.82

Industry

‐ 0.03 0.14 0.08 0.04 0.00 0.08 0.14

‐ 0.21 ‐ 0.29 ‐ 0.29 ‐ 0.06 ‐ 0.08 0.24 0.24

Mid ‐ Atlantic Mid ‐ West North ‐ East South ‐ East South ‐ West

Mid ‐ Atlantic Mid ‐ West North ‐ East South ‐ East South ‐ West

West

West

53

Source: Call Report Data

© 2023 –FinPro, Inc.

53

Internal Use Only

Regardless of Regulatory concern, so far Asset quality is holding . . .

Total Delinquencies / Total Loans

Nonaccrual/Total Loans

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3 0.27 0.24 0.21 0.19 0.18 0.18 0.18 0.20 0.44 0.42 0.38 0.35 0.32 0.33 0.32 0.33 0.22 0.20 0.17 0.16 0.15 0.15 0.15 0.16 0.34 0.33 0.28 0.25 0.23 0.23 0.23 0.24 0.30 0.27 0.24 0.24 0.22 0.22 0.21 0.24 0.26 0.22 0.19 0.17 0.16 0.17 0.17 0.19 0.22 0.20 0.18 0.16 0.13 0.15 0.16 0.18 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50 2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3 0.72 0.75 0.64 0.61 0.64 0.65 0.64 0.70 0.85 0.85 0.74 0.68 0.77 0.72 0.72 0.78 0.67 0.71 0.63 0.59 0.62 0.65 0.63 0.68 0.52 0.53 0.44 0.43 0.46 0.42 0.47 0.48 0.84 0.87 0.76 0.69 0.75 0.71 0.69 0.73 0.83 0.84 0.70 0.70 0.73 0.77 0.76 0.86 0.50 0.48 0.42 0.38 0.40 0.41 0.42 0.46 0.00 0.10 0.20 0.30 0.40 0.50 0.60 0.70 0.80 0.90 1.00 2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3

Industry

Industry

Mid ‐ Atlantic

Mid ‐ Atlantic

Mid ‐ West

Mid ‐ West

North ‐ East

North ‐ East

South ‐ East

South ‐ East

South ‐ West

South ‐ West

West

West

Total Delinquencies / Total Loans

Change QoQ

Change YoY

Nonaccrual/Total Loans

Change QoQ

Change YoY

Industry

0.06 0.06 0.05 0.01 0.04 0.10 0.04

0.09 0.10 0.09 0.05 0.04 0.16 0.08

Industry

0.02 0.01 0.01 0.01 0.03 0.02 0.02

0.01 ‐ 0.02 0.00 ‐ 0.01 0.00 0.02 0.02

Mid ‐ Atlantic Mid ‐ West North ‐ East South ‐ East South ‐ West

Mid ‐ Atlantic Mid ‐ West North ‐ East South ‐ East South ‐ West

West

West

54

Source: Call Report Data

© 2023 –FinPro, Inc.

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