26 unchanged sentences
EVE 24.22 % 14.85 % N/A (7.67 %) (15.39 %)
−Removed: In the Company’s supplementary model, it incorporates deposit betas ranging from 11% to 98% in up-rate scenarios related to its savings and money market non-maturity deposit products, which approximates actual deposit pricing experience in 2022.
−Removed: Presented below are the estimated impacts on the Company’s NII and EVE position as of December 31, 2022, assuming a static balance sheet and instantaneous and gradual parallel shifts in interest rates:
−Removed: % Change from Base Case for Instantaneous Parallel Changes in Rates
−Removed: Implied Forward Curve -200 Basis Points Implied Forward Curve -100 Basis Points Base Implied Forward Curve Implied Forward Curve +100 Basis Points Implied Forward Curve +200 Basis Points
−Removed: NII - Year 1 18.12 % 10.25 % N/A (7.00 %) (14.29 %)
−Removed: NII - Year 2 44.68 % 39.63 % 30.31 % 21.74 % 12.21 %
−Removed: EVE 33.44 % 21.29 % N/A (17.53 %) (32.66 %)
−Removed: % Change from Base Case for Gradual Changes in Rates
−Removed: Implied Forward Curve -200 Basis Points Implied Forward Curve -100 Basis Points Base Implied Forward Curve Implied Forward Curve +100 Basis Points Implied Forward Curve +200 Basis Points
−Removed: NII - Year 1 7.66 % 4.06 % N/A (3.87 %) (7.40 %)
−Removed: NII - Year 2 45.86 % 39.60 % 30.31 % 19.78 % 8.96 %
−Removed: EVE 30.46 % 19.15 % N/A (17.60 %) (32.25 %)
The NII and EVE figures presented in both tables above are reflective of a static balance sheet, and do not incorporate either balance sheet growth or strategies to increase net interest income while managing volatility arising from shifts in market interest rates.
12 unchanged sentences
Compared sentence by sentence after normalising whitespace, quotation marks, case and digits, so re-formatting and restated figures do not read as changed language. Wording changes appear as one removal and one addition. The current filing and the prior one are authoritative.