Interest Rate Risk: Scroll down the spreadsheet to see the Interest Rate Risk Analysis ratios.

Analyze the differences between the Bank and the PG7 in 2021 by looking at differences in the Net 3 Year and Net 1 Year Positions (larger more interest rate risk; note positive positions imply negative funding gaps since there are more long-term assets than long-term liabilities, i.e. so more rate sensitive liabilities. Does the Bank have more or less liquidity interest rate risk than the PG7 in 2021?

Interest Rate Risk Analysis 3/31/21 Bank 3/31/21 PG 7 3/31/20 Bank 3/31/20 PG 7 43.08 Contractual Mat/Reprice Data Loans/Securities over 3 Years Maturity Liabilities Over 3 year Maturity Net 3 Year Position 51.15 5.00 46.15 48.07 1.91 45.62 44.66 5.93 38.73 2.44 40.04 62.75 65.30 11.64 53.66 Loans/Securities over 1 year maturity Liabilities over 1 year maturity Net 1 Year Position As Percent of Assets Total Loans & Securities Over 15 Years 61.26 9.89 7.34 56.91 11.41 45.50 54.83 50.87 20.12 9.42 13.30 7.56 Interest Rate Risk Analysis 3/31/21 Bank 3/31/21 PG 7 3/31/20 Bank 3/31/20 PG 7 43.08 Contractual Mat/Reprice Data Loans/Securities over 3 Years Maturity Liabilities Over 3 year Maturity Net 3 Year Position 51.15 5.00 46.15 48.07 1.91 45.62 44.66 5.93 38.73 2.44 40.04 62.75 65.30 11.64 53.66 Loans/Securities over 1 year maturity Liabilities over 1 year maturity Net 1 Year Position As Percent of Assets Total Loans & Securities Over 15 Years 61.26 9.89 7.34 56.91 11.41 45.50 54.83 50.87 20.12 9.42 13.30 7.56