Mid-Size Regional (pre-stress profile)

CRITICAL · Sensitivity Procedure S-01

SVB-pattern: large HTM losses + concentrated uninsured deposits

Citation

SR 23-4; Interagency Liquidity Risk Management

Evidence

HTM losses 52.86% of Tier 1, uninsured 69.14%

Recommended action

Immediate: pre-position FHLB/Discount Window collateral; derisk securities portfolio; stress 2-day deposit run.

HIGH · Capital Procedure C-03

Material HTM unrealized losses relative to capital

Citation

SR Letter 23-4; Interagency Guidance on Concentrations in CRE

Evidence

HTM unrealized losses are 52.86% of Tier 1 capital

Recommended action

Document liquidity contingency plan that does not rely on selling HTM securities; stress-test funding under SVB-style deposit run.

HIGH · Liquidity Procedure L-03

Uninsured deposit concentration mirrors SVB risk pattern

Citation

SR 23-4; FDIC Liquidity Risk Management

Evidence

Uninsured deposits 69.14% of total deposits

Recommended action

Demonstrate liquidity coverage of top 10 depositors over 30 days under stress; pre-position collateral.

MODERATE · Asset Quality Procedure A-05

Loan growth pace exceeds peer norms

Citation

OCC Semiannual Risk Perspective; SR 11-7 model risk management

Evidence

YoY loan growth of 28.10% materially above peer

Recommended action

Provide underwriting exception trends, policy exception approvals, and concentration sub-limit reporting.

MODERATE · Management Procedure M-02

Aggressive growth funded with thin earnings

Citation

OCC Handbook "Earnings"

Evidence

ROA 0.10% with asset growth 22.50%

Recommended action

Provide capital plan that reconciles growth assumptions with retained-earnings generation.

MODERATE · Earnings Procedure E-01

ROA below peer median

Citation

OCC Handbook "Earnings"

Evidence

Annualized ROA 0.10% below typical peer 0.9–1.1%

Recommended action

Document NIM compression drivers and noninterest income strategy.

MODERATE · Earnings Procedure E-02

NIM compression

Citation

FFIEC UBPR §IV; OCC Handbook "Interest Rate Risk"

Evidence

NIM 0.38%

Recommended action

Provide deposit beta analysis and asset-repricing schedule for next 12 months.

MODERATE · Earnings Procedure E-03

Efficiency ratio elevated

Citation

FFIEC UBPR §IV

Evidence

Efficiency ratio 117.89%

Recommended action

Provide expense rationalization plan; benchmark vs peer cost-to-asset ratio.

MODERATE · Liquidity Procedure L-01

Loans-to-deposits elevated

Citation

Interagency Funding & Liquidity Policy Statement (2010)

Evidence

Loans/Deposits 94.29%

Recommended action

Document deposit-growth strategy and back-up borrowing capacity (FHLB, BTFP, Discount Window).

MODERATE · Liquidity Procedure L-04

Liquid asset ratio below comfort floor

Citation

FFIEC Liquidity Handbook

Evidence

Liquid assets 5.19% of total assets

Recommended action

Provide intraday liquidity report and unencumbered HQLA inventory.

MODERATE · Sensitivity Procedure S-02

IRR positioning adverse in current rate regime

Citation

SR 10-1 Interagency Advisory on IRR Management

Evidence

Compressed NIM 0.38% with HTM losses 52.86% of Tier 1

Recommended action

Provide latest +/-300bp parallel shock and non-parallel scenario results, plus EVE sensitivity to board.