CASH 2018 Annual Report

100 The Company is within Board policy limits for all scenarios. The tables below show the results of the scenario as of September 30, 2018 and 2017: Economic Value Sensitivity Balances as of September 30, 2018 Standard (Parallel Shift) Economic Value of Equity at Risk% -100 +100 +200 +300 +400 Percent Change Scenario 0.6% -2.6% -6.0% -9.8% -12.3% Board Policy Limits -10.0% -10.0% -20.0% -30.0% -40.0% Balances as of September 30, 2017 Standard (Parallel Shift) Economic Value of Equity at Risk% -100 +100 +200 +300 +400 Percent Change Scenario -3.2% -0.8% -3.8% -7.8% -10.7% Board Policy Limits -10.0% -10.0% -20.0% -30.0% -40.0% The EVE at risk reported at September 30, 2018, shows that as interest rates increase immediately, the economic value of equity position will decrease from the base, partially due to the degree of the economic value of its base asset size in relation to the economic value of its base liabilities. The Company would be within policy limits in all scenarios utilizing the alternative IRR scenario run for management purposes. The tables below highlight those results for September 30, 2018 and 2017: Alternative Economic Value Sensitivity Balances as of September 30, 2018 Standard (Parallel Shift) Alternative IRR Results Economic Value of Equity at Risk% -100 +100 +200 +300 +400 Percent Change Scenario 0.4% -2.4% -5.5% -9.2% -11.5% Board Policy Limits -10.0% -10.0% -20.0% -30.0% -40.0% Balances as of September 30, 2017 Standard (Parallel Shift) Alternative IRR Results Economic Value of Equity at Risk% -100 +100 +200 +300 +400 Percent Change Scenario -2.2% -1.9% -6.0% -10.9% -14.7% Board Policy Limits -10.0% -10.0% -20.0% -30.0% -40.0% The EVE at risk reported using the alternative methodology used for management purposes shows that as interest rates increase immediately, the economic value of equity position will decrease from the base, partially due to the degree of the economic value of its base asset size in relation to the economic value of its base liabilities. Detailed Economic Value Sensitivity as of September 30, 2018 The following table details the economic value sensitivity to changes in market interest rates at September 30, 2018, for loans and leases, investments, deposits, borrowings and other assets and liabilities (dollars in thousands).