Investor Presentation (2Q2016)

Interest Rate Sensitivity > Positioned for asset sensitivity in a rising rate ramp environment Immediate Change in Interest Rates +1% Rate Shock +2% Rate Shock +3% Rate Shock +2% Rate Ramp (1%) Rate Shock EVE +2% Rate Shock EVE (1%) Rate Shock Change in Net Interest Income from Base over One Year December 31, 2015 +3.6% +5.5% +6.2% +3.0% (2.7%) +1.9% (8.8%) March 31, 2016 +4.0% +5.6% +6.3% +3.2% (2.5%) +3.8% (9.9%) Note: "EVE" is the economic value of equity, which is defined as the market value of equity in various increasing and decreasing rate scenarios 19

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