Govern

Board Pack

33 sourced figures — the numbers in your ALCO and board treasury reporting ✓ 31 current⚑ 2 flagged cross-foots 16/16 · 23 of 33 figures checked

Every number, sourcedevery row clickable — this table is the answer to "where did this come from," for the whole pack at once

Figure	Value	As of · cadence	Owner	System	Status
Balance sheet
Total assets	$2,750M	30 Jun 2026 (Q2 close) quarterly	Controller	Core — GL	✓ current
Gross loans	$1,910M	30 Jun 2026 quarterly	Controller	Core — loan subledger	✓ current
Securities	$560M	31 Jul 2026 monthly	Accounting	Safekeeping — custodian	✓ current
— of which AFS	$410M	31 Jul 2026 monthly	Accounting	Safekeeping — custodian	✓ current
— of which HTM	$150M	31 Jul 2026 monthly	Accounting	Safekeeping — custodian	✓ current
Cash & due from	$160M	22 Aug 2026 daily	Treasury	Core — GL + FRB portal	✓ current
Other assets	$120M	30 Jun 2026 quarterly	Controller	Core — GL	✓ current
Total deposits	$2,245M	31 Jul 2026 monthly	Deposit Ops	Core — deposit subledger	✓ current
— NIB DDA	$560M	31 Jul 2026 monthly	Deposit Ops	Core — deposit subledger	✓ current
— IB core	$1,160M	31 Jul 2026 monthly	Deposit Ops	Core — deposit subledger	✓ current
— Time deposits (CDs) wavg 4.09%	$525M	31 Jul 2026 monthly	Deposit Ops	Core — deposit subledger	✓ current
FHLB advances drawn	$165M	22 Aug 2026 daily	Treasury	FHLB portal	✓ current
Other liabilities	$75M	30 Jun 2026 quarterly	Controller	Core — GL	✓ current
Equity	$265M	30 Jun 2026 quarterly	Controller	Core — GL	✓ current
Brokered CDs	$35M	31 Jul 2026 monthly	Deposit Ops	Deposit system brokered-deposit listing (illustrative)	✓ current
Earnings
Net interest margin · 7th consecutive quarterly increase	3.32%	30 Jun 2026 (Q2) quarterly	Controller	Core — GL	✓ current
Loan portfolio yield	6.15%	31 Jul 2026 monthly	Controller	Core — loan subledger	✓ current
Securities book yield	2.95%	31 Jul 2026 monthly	Accounting	Safekeeping — custodian	✓ current
Cost of deposits · +3 bp over three months	1.92%	31 Jul 2026 monthly	Treasury	Core — deposit subledger	✓ current
Deposit beta — cycle to date · vs 45% modelled	34%	31 Jul 2026 monthly	Treasury	Derived — this desk	✓ current
Liquidity
Available liquidity · 37.0% of assets	$1,017M	22 Aug 2026 daily	Treasury	Multiple — 4 systems	✓ current
Unpledged securities	$380M	22 Aug 2026 daily	Treasury	Safekeeping + FHLB portal	✓ current
FHLB capacity available	$375M	22 Aug 2026 daily	Treasury	FHLB portal	✓ current
Loans to deposits	85.1%	31 Jul 2026 monthly	Controller	Derived — core GL	✓ current
Wholesale funding	8.3%	31 Jul 2026 monthly	Treasury	Derived — core + FHLB	✓ current
Uninsured deposits · 1.7× covered by available liquidity	27%	30 Jun 2026 (Q2) quarterly	Deposit Ops	Core — deposit insurance calc	⚑ refresh
Fed discount window capacity	$102M	22 Aug 2026 daily	Treasury	Federal Reserve discount window collateral statement (illustrative)	✓ current
Capital & risk
AFS mark (pre-tax) · up $4.6M over three months (less negative)	-$41.4M	31 Jul 2026 monthly	Accounting	Safekeeping — custodian	✓ current
Tier 1 leverage · vs 8.5% internal floor	9.6%	30 Jun 2026 (Q2 filed) quarterly	Controller	Regulatory reporting	⚑ refresh
Securities eff. duration	4.2 yrs	31 Jul 2026 monthly	ALM model	ALM model / custodian analytics	✓ current
Portfolio cash flow, next 12m	$125M	31 Jul 2026 monthly	Accounting	Safekeeping — custodian	✓ current
Interest-rate gap
Cumulative 12-mo repricing gap · of assets · limit ±15%	-5.1%	30 Jun 2026 (Q2) quarterly	ALM model	ALM model — repricing bucket report	✓ current
RSA / RSL — 12 months · $939M reprices vs $1,079M	0.87×	30 Jun 2026 (Q2) quarterly	ALM model	ALM model — repricing bucket report	✓ current

Cross-foot checksrecomputed each time the Desk loads an institution file — a tie that fails shows here before it shows in a meeting

Check	Relation	Computed	Stated	Basis	Result
Assets tie	loans 1,910 + securities 560 + cash 160 + other 120 = total assets	2,750	2,750	figure	✓ ties
L&E tie	deposits 2,245 + FHLB 165 + other liab 75 + equity 265 = total assets	2,750	2,750	figure	✓ ties
Securities split	AFS 410 + HTM 150 = securities	560	560	figure	✓ ties
Deposit split	NIB 560 + IB core 1,160 + CDs 525 = deposits	2,245	2,245	figure	✓ ties
Loans / deposits	1,910 ÷ 2,245 = stated loans-to-deposits	85.08	85.1	figure	✓ ties
Liquidity composite	cash + unpledged + FHLB available + FRB window 102 = available liquidity	1,017	1,017	figure	✓ ties
Wholesale funding	(FHLB 165 + brokered 35) ÷ (deposits + FHLB) = stated wholesale share	8.3	8.3	figure	✓ ties
CD maturity tie	tranche sum = CD book	525	525	figure	✓ ties
Gap: RSA tie	bucketed RSA = loans + securities + cash	2,630	2,630	figure	✓ ties
Gap: RSL tie	bucketed RSL = IB core + CDs + FHLB	1,850	1,850	figure	✓ ties
Gap: loan buckets	loan repricing buckets = gross loans	1,910	1,910	figure	✓ ties
Gap: securities buckets	securities buckets = portfolio	560	560	figure	✓ ties
Gap: NMD assignment	behavioural NMD buckets = IB core	1,160	1,160	figure	✓ ties
Gap: 12-mo cumulative	cumulative gap within 12 months ÷ assets = stated 12-month gap	-5.09	-5.1	figure	✓ ties
Gap: 12-mo RSA/RSL	RSA within 12 months 939 ÷ RSL within 12 months 1,079 = stated ratio	0.87	0.87	figure	✓ ties
CD weighted rate	Σ(tranche amt × rate) ÷ CD book = institution-stated weighted rate	4.09	4.09	stated	✓ ties

Not covered by any cross-foot: Net interest margin, Loan portfolio yield, Securities book yield, Cost of deposits, Deposit beta — cycle to date, Uninsured deposits, AFS mark (pre-tax), Tier 1 leverage, Securities eff. duration, Portfolio cash flow, next 12m — each rests on its system of record. In this sample the figures carry different as-of dates so that the handling of stale figures is visible; a real book's ties are run on one position date. Tolerances: $0.01M on sums, 0.1pt on ratios, 0.01 on the CD rate.

Pack composerthe pack is built from the data on every extract — nothing is typed twice, and the meeting and the pack show the same figures

Section	What it carries	Include
Cover & figure owners	Institution, position date, extract time, and who owns each figure.	✓ in
Board snapshot	The headline exposures and metrics, each against its limit.	✓ in
Agenda with readings	Each item carrying its current reading and status.	✓ in
Balance sheet & earnings	Every sourced figure with provenance.	✓ in
Repricing gap	Static schedule, the chart, and the reconciliation to simulation.	✓ in
IRR & EVE	Shock profile against limits and the internal trigger.	✓ in
Deposit pricing & exceptions	Exception book, authority utilisation, CD maturity schedule.	✓ in
Market tape	Rates, curve, and where the tape meets the book.	— out
Decision register	Decisions taken since the last committee, with their basis.	✓ in
Cross-foot results	Every stated total checked against its parts, pass or fail shown.	✓ in
Method & limitations	What the arithmetic is and what this is not.	✓ in

The sections are fixed in the web demonstration.

Generating opens the pack in a new window and the print dialogue — choose "Save as PDF". The Desk does not send it anywhere. Because the pack is rebuilt from the institution file each time, a pack and the desk built from the same file show the same figures. Liquidity ratio shown in the pack: 37.0% of assets.