Investor Presentaiton
| Allowance for Credit Losses (ACL)
Dollars in millions
29%
$45
$40
Allowance for Credit Losses:
YTD June 2022
$35
$34.50
$1.16
$34.12
$0.00
-$1.54
$30
1.05%
0.97%
$25
$20
$15
2021
1%
Economic Condition Changes
Commercial Loans ACL Ratio Q2: 1.08%*
70%
■ Quantitative Qualitative PCD
CAMBRIDGE BANCORP
Portfolio Changes
Net Recoveries
Q2 2022
Consumer Loans ACL Ratio Q2: 0.84%
ACL Key Attributes:
Sophisticated model uses loan level probability of default loss given default
discounted cash-flows as the primary basis for the quantitative loss estimation
Starting Unemployment Rate in forecast period: 3.58%
Ending Unemployment Rate in forecast period: 3.73%
Forecast Period: 2 Quarters
Reversion Period: 4 Quarters
ACL Ratio excludes PPP loans.
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