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| MODEL ASSUMPTIONS | |||||||||||||
| Commercial Bank — 10-Year Projection | |||||||||||||
| FY2024 | FY2025 | FY2026 | FY2027 | FY2028 | FY2029 | FY2030 | FY2031 | FY2032 | FY2033 | FY2034 | FY2035 | ||
| BALANCE SHEET GROWTH ASSUMPTIONS | |||||||||||||
| Loan Growth Rate | 6.0% | 6.0% | 5.5% | 5.5% | 5.5% | 5.5% | 5.5% | 5.5% | 5.5% | 5.5% | 5.5% | 5.5% | |
| Securities Growth Rate | 4.0% | 4.0% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | |
| Deposit Growth Rate | 5.0% | 5.0% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | |
| Other Borrowings Growth | 3.0% | 3.0% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | |
| BALANCE SHEET COMPOSITION | |||||||||||||
| Demand Deposits (% Total) | 30.0% | 30.0% | 28.0% | 28.0% | 28.0% | 28.0% | 28.0% | 28.0% | 28.0% | 28.0% | 28.0% | 28.0% | |
| Savings/MM (% Total) | 40.0% | 40.0% | 42.0% | 42.0% | 42.0% | 42.0% | 42.0% | 42.0% | 42.0% | 42.0% | 42.0% | 42.0% | |
| Time Deposits (% Total) | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | |
| CET1 Capital ($mm) | $2,200 | $2,200 | $2,200 | $2,200 | $2,200 | $2,200 | $2,200 | $2,200 | $2,200 | $2,200 | $2,200 | $2,200 | |
| AT1 Capital ($mm) | $300 | $300 | $300 | $300 | $300 | $300 | $300 | $300 | $300 | $300 | $300 | $300 | |
| AOCI ($mm) | ($100) | ($100) | ($100) | ($100) | ($100) | ($100) | ($100) | ($100) | ($100) | ($100) | ($100) | ($100) | |
| INTEREST RATE ASSUMPTIONS | |||||||||||||
| Avg Loan Yield | 5.45% | 5.45% | 5.50% | 5.50% | 5.50% | 5.50% | 5.50% | 5.50% | 5.50% | 5.50% | 5.50% | 5.50% | |
| Avg Securities Yield | 2.80% | 2.80% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | |
| Avg Other Earning Asset Yield | 4.00% | 4.00% | 4.20% | 4.20% | 4.20% | 4.20% | 4.20% | 4.20% | 4.20% | 4.20% | 4.20% | 4.20% | |
| Avg Cost of Deposits | 1.80% | 1.80% | 1.90% | 1.90% | 1.90% | 1.90% | 1.90% | 1.90% | 1.90% | 1.90% | 1.90% | 1.90% | |
| Avg Cost of Borrowings | 4.00% | 4.00% | 4.10% | 4.10% | 4.10% | 4.10% | 4.10% | 4.10% | 4.10% | 4.10% | 4.10% | 4.10% | |
| CREDIT QUALITY ASSUMPTIONS | |||||||||||||
| Provision Rate (% Loans) | 0.83% | 0.83% | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | 0.80% | |
| Net Charge-Off Rate | 0.60% | 0.60% | 0.55% | 0.55% | 0.55% | 0.55% | 0.55% | 0.55% | 0.55% | 0.55% | 0.55% | 0.55% | |
| NPL Ratio | 1.20% | 1.20% | 1.10% | 1.10% | 1.10% | 1.10% | 1.10% | 1.10% | 1.10% | 1.10% | 1.10% | 1.10% | |
| ALLL / Loans | 1.25% | 1.25% | 1.20% | 1.20% | 1.20% | 1.20% | 1.20% | 1.20% | 1.20% | 1.20% | 1.20% | 1.20% | |
| NON-INTEREST INCOME GROWTH | |||||||||||||
| Service Charges Growth | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | |
| Trading Income Growth | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | |
| Mortgage Banking Growth | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | |
| Other Non-II Growth | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | 3.0% | |
| OPERATING EXPENSE & TAX | |||||||||||||
| Compensation Growth | 4.0% | 4.0% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | 3.5% | |
| Occupancy Growth | 2.5% | 2.5% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | 2.0% | |
| Technology Growth | 5.0% | 5.0% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | |
| Other OpEx Growth | 3.0% | 3.0% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | |
| Tax Rate | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | |
| Dividend Payout Ratio | 35.0% | 35.0% | 35.0% | 35.0% | 35.0% | 35.0% | 35.0% | 35.0% | 35.0% | 35.0% | 35.0% | 35.0% | |
| CAPITAL & REGULATORY | |||||||||||||
| Min CET1 Ratio | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | 4.5% | |
| Min Tier 1 Ratio | 6.0% | 6.0% | 6.0% | 6.0% | 6.0% | 6.0% | 6.0% | 6.0% | 6.0% | 6.0% | 6.0% | 6.0% | |
| Min Total Capital Ratio | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | |
| RWA / Total Assets | 75.0% | 75.0% | 75.0% | 75.0% | 75.0% | 75.0% | 75.0% | 75.0% | 75.0% | 75.0% | 75.0% | 75.0% | |
| Capital Conservation Buffer | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | 2.5% | |
| LOAN PORTFOLIO MIX | |||||||||||||
| C&I Loans (%) | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | 30.0% | |
| CRE Loans (%) | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | 25.0% | |
| Residential Mortgage (%) | 20.0% | 20.0% | 20.0% | 20.0% | 20.0% | 20.0% | 20.0% | 20.0% | 20.0% | 20.0% | 20.0% | 20.0% | |
| Consumer Loans (%) | 12.0% | 12.0% | 12.0% | 12.0% | 12.0% | 12.0% | 12.0% | 12.0% | 12.0% | 12.0% | 12.0% | 12.0% | |
| Construction (%) | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | 8.0% | |
| Other Loans (%) | 5.0% | 5.0% | 5.0% | 5.0% | 5.0% | 5.0% | 5.0% | 5.0% | 5.0% | 5.0% | 5.0% | 5.0% | |
| STRESS TEST SCENARIOS | |||||||||||||
| Base | Adverse | Severe | |||||||||||
| Loan Growth Shock | 0.0% | -1.5% | -4.0% | ||||||||||
| NCO Rate Increase | 0.0% | 2.0% | 5.0% | ||||||||||
| Provision Multiplier | 1.0x | 2.0x | 3.5x | ||||||||||
| NII Impact | 0.0% | -2.0% | -4.0% | ||||||||||
| Fee Income Impact | 0.0% | -0.5% | -1.0% | ||||||||||
| Securities Haircut | 0.0% | -10.0% | -25.0% | ||||||||||
| OpEx Increase | 0.0% | 5.0% | 10.0% | ||||||||||
| LIQUIDITY ASSUMPTIONS | |||||||||||||
| Min LCR Ratio | 1.10x | 1.10x | 1.10x | 1.10x | 1.10x | 1.10x | 1.10x | 1.10x | 1.10x | 1.10x | 1.10x | 1.10x | |
| Min NSFR Ratio | 1.05x | 1.05x | 1.05x | 1.05x | 1.05x | 1.05x | 1.05x | 1.05x | 1.05x | 1.05x | 1.05x | 1.05x | |
| HQLA / Total Assets | 15.0% | 15.0% | 15.0% | 15.0% | 15.0% | 15.0% | 15.0% | 15.0% | 15.0% | 15.0% | 15.0% | 15.0% | |
| Note: All assumptions use sample/placeholder data. Blue values are editable inputs. | |||||||||||||