Supervisors Symposium - December 2023

Internal Use Only

But reserves are declining, right before a suspected downturn in Asset Quality . . .

Reserves/ Nonaccrual

600.00

Industry

500.00

Mid ‐ Atlantic

400.00

Mid ‐ West

300.00

North ‐ East

200.00

South ‐ East

100.00

South ‐ West

0.00

West

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

Change QoQ

Change YoY

Reserves/ Nonaccrual 2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3

Industry

324.19 349.52 372.34 394.95 412.55 429.84 420.62 379.84 208.04 220.92 238.31 260.98 261.68 249.35 246.79 224.40 339.97 378.63 386.66 417.35 437.78 467.68 444.72 417.18 271.08 288.41 335.35 344.27 364.71 389.86 342.83 317.65 349.17 363.86 399.94 411.92 430.60 439.47 445.58 419.95 326.33 360.51 399.64 440.00 455.92 467.50 462.94 385.22 403.47 395.74 446.45 480.89 441.10 483.24 411.84 386.08

‐ 40.78 ‐ 22.39 ‐ 27.54 ‐ 25.17 ‐ 25.63 ‐ 77.72 ‐ 25.77

‐ 15.10 ‐ 36.58 ‐ 0.17 ‐ 26.62 ‐ 54.78 ‐ 94.82 8.03

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

West

55

Source: Call Report Data

© 2023 –FinPro, Inc.

55

Internal Use Only

Cash liquidity in the industry increased modestly in the most recent quarter . . .

Cash Liquidity

10.00 12.00 14.00 16.00 18.00 20.00

Industry

Mid ‐ Atlantic

Mid ‐ West

North ‐ East

0.00 2.00 4.00 6.00 8.00

South ‐ East

South ‐ West

West

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

Change QoQ

Change YoY

Cash Liquidity

2021Q4 2022Q1 2022Q2 2022Q3 2022Q4 2023Q1 2023Q2 2023Q3 15.28 14.21 10.21 8.17 6.98 7.86 7.08 7.26 12.57 11.55 8.22 6.87 5.18 6.53 6.12 6.19 13.95 13.61 9.60 7.11 6.26 7.15 6.38 6.18 10.35 7.58 5.48 4.41 3.56 4.00 4.24 3.77 17.26 15.84 11.62 9.19 8.08 8.82 8.16 8.59 17.75 16.57 12.84 11.01 9.56 10.18 9.62 10.00 18.47 15.93 11.30 11.18 9.37 9.33 8.60 9.95

Industry

0.18 0.08 ‐ 0.20 ‐ 0.47 0.43 0.38 1.34

‐ 0.91 ‐ 0.68 ‐ 0.93 ‐ 0.64 ‐ 0.61 ‐ 1.01 ‐ 1.24

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

West

56

Source: Call Report Data

© 2023 –FinPro, Inc.

56