21 unchanged sentences
The changes in each interest rate scenario represents the difference between estimated net interest income in the unchanged interest rate scenario, or the base case, and the estimated net interest income in each of the alternative interest rate scenarios.
−Removed: The net interest income in each scenario is based on parallel yield curve changes in the interest rates applied to a static balance sheet.
+Added: The net interest income in each scenario is based on immediate parallel yield curve changes in the interest rates applied to a static balance sheet.
These do not reflect earnings expectations of management.
−Removed: Net Interest Income at June 30, 2023
−Removed: Change in Interest Rates Amount % Change
+Added: Net Interest Income at September 30, 2023
+Added: Change in Interest Rates $ Change % Change
300 basis points rising $(10,761) (14.24)%
1 unchanged sentence
100 basis points rising (3,792) (5.02)
−Removed: Base 76,405 —
100 basis points falling 3,907 5.17
5 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.