CASH 2018 Annual Report

101 Balances as of September 30, 2018 % of Change in Economic Value for a given change in interest rates Book Total Over / (Under) Base Case Parallel Shift Basis Point Change Scenario Value (in $000's) Assets -100 +100 +200 +300 +400 Total Loans and Leases 2,956,859 51% 1.3% -1.3% -2.5% -3.7% -4.8% Total Investment 2,043,919 35% 4.2% -4.9% -9.9% -14.8% -18.7% Other Assets 820,355 14% —% —% —% —% —% Assets 5,821,133 100% 2.1% -2.4% -4.7% -7.1% -9.0% Interest Bearing Deposits 2,025,564 41% 0.8% -0.8% -1.5% -2.2% -2.9% Non-Interest Bearing Deposits 2,420,142 48% 5.0% -4.5% -8.5% -12.2% -15.6% Total Borrowings & Other Liabilities 552,212 11% —% —% —% —% —% Liabilities 4,997,918 100% 2.5% -2.3% -4.4% -6.3% -8.1% Detailed Alternative Economic Value Sensitivity The following is EVE at risk reported using the alternative methodology used for management purposes, for loans and leases, investments, deposits, borrowings, and other assets and liabilities (dollars in thousands). The analysis reflects themore evenly matched changes in value of the Bank’s non-interest bearing deposit base under a rising rate environment relative to changes in value observed in total investments. Alternative IRR Results % of Change in Economic Value for a given change in interest rates Economic Value Sensitivity Book Total Over / (Under) Base Case Parallel Shift Basis Point Change Scenario Value (in $000's) Assets -100 +100 +200 +300 +400 Total Loans and Leases 2,965,747 51% 1.3% -1.3% -2.5% -3.7% -4.8% Total Investment 2,045,195 35% 4.2% -4.9% -9.9% -14.8% -18.7% Other Assets 810,191 14% —% —% —% —% —% Assets 5,821,133 100% 2.1% -2.4% -4.7% -7.1% -9.0% Interest Bearing Deposits 1,997,117 40% 0.8% -0.7% -1.5% -2.1% -2.8% Non-Interest Bearing Deposits 2,489,611 50% 5.0% -4.5% -8.6% -12.3% -15.7% Total Borrowings & Other Liabilities 511,190 10% —% —% —% —% —% Liabilities 4,997,918 100% 2.6% -2.4% -4.5% -6.5% -8.3% Certain shortcomings are inherent in the method of analysis discussed above and as presented in the table. For example, although certain assets and liabilities may have similar maturities or periods to repricing, they may react in different degrees to changes in market interest rates. Also, the interest rates on certain types of assets and liabilities may fluctuate in advance of changes in market interest rates, while interest rates on other types may lag behind changes in market rates. Additionally, certain assets, such as adjustable rate mortgage loans, have features that restrict changes in interest rates on a short-term basis and over the life of the asset. Furthermore, although management has estimated changes in the levels of prepayments and early withdrawal in these rate environments, such levels would likely deviate from those assumed in calculating the table. Finally, the ability of some borrowers to service their debt may decrease in the event of an interest rate increase. The above EAR and EVE measures do not include all actions that management may undertake to manage interest rate risk in response to anticipated changes in interest rates.