Macro Stress Testing | RegX³ Portfolio Sentinel

Stress Scenario:

Boardroom War Room: Custom Macro Shock Sliders Adjust unemployment, rate path, and asset-class haircuts to model bespoke board sensitivities

Unemployment Delta: +400 bps

0 bps+400 bps+800 bps

SOFR Rate Shock: +250 bps

0 bps+250 bps+500 bps

Broad CRE Haircut: -25%

0%-25%-50%

Target Sector:

Office Haircut: -35%

0%-35%-60%

9-Qtr Cumulative NCO

--% of portfolio

ALLL Provision Spike

Capital charge post-tax

Tier 1 Capital Ratio

-- bps capital depletion

Post-Stress Adequacy

WELL CAPITALIZED

Hurdle ≥ 8.00%

9-Quarter Forward Loss Trajectory (DFAST Horizon) ■ Quarterly NCO | ― Cumulative NCO

Segment Stress Impact & Net Charge-Offs

Segment	Balance	Stressed EL	9Q NCO (%)

REGX³ • PORTFOLIO SENTINEL SUITE | RUN DATE: • 24819-AUDIT-ACTIVE

DFAST-LITE 9-QUARTER SUPERVISORY STRESS TESTING • CAPITAL ADEQUACY DEFENSE