Company: ASB
Filing Date: 2025-04-29
Form Type: 10-Q
Source: 0000007789-25-000049
Chunk: 30

Company: ASSOCIATED BANC-CORP
Filing Date: 2025-04-29
Form: 10-Q
Item: Part I, Item 2
Chunk 30
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5Dec 31, 2024 Dynamic ForecastStatic ForecastDynamic ForecastStatic ForecastGradual Rate Change100 bp increase in interest rates1.4 %1.4 %1.0 %0.7 %200 bp increase in interest rates2.6 %2.6 %2.0 %1.3 %100 bp decrease in interest rates(0.6)%(0.7)%(0.5)%(0.2)%200 bp decrease in interest rates(1.5)%(1.6)%(1.3)%(0.8)%

At March 31, 2025, the MVE profile indicates a decrease in net balance sheet value due to instantaneous upward changes in rates and an increase in net balance sheet value due to instantaneous downward changes in rates.

Table 16 Market Value of Equity Sensitivity Mar 31, 2025Dec 31, 2024Instantaneous Rate Change100 bp increase in interest rates(8.5)%(9.1)%200 bp increase in interest rates(17.6)%(18.5)%100 bp decrease in interest rates7.0 %7.1 %200 bp decrease in interest rates12.5 %12.6 %

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Since MVE measures the discounted present value of cash flows over the estimated lives of instruments, the change in MVE does not directly correlate to the degree that earnings would be impacted over a shorter time horizon (i.e., the current year). Further, MVE does not take into account factors such as future balance sheet growth, changes in product mix, changes in yield curve relationships, and changes in product spreads that could mitigate the adverse impact of changes in interest rates. The MVE measure in the 200 bp increase in interest rates scenario is outside of the policy limit, which has been reported to the Corporation's Board.

The above EAR and MVE measures do not include all actions that management may undertake to manage this risk in response to anticipated changes in interest rates.

Contractual Obligations, Commitments, Off-Balance Sheet Arrangements, and Contingent Liabilities

The following table summarizes significant contractual obligations and other commitments at March 31, 2025, at those amounts contractually due to the recipient, including any unamortized premiums or discounts, hedge basis adjustments, or other similar carrying value adjustments.

Table 17 Contractual Obligations and Other Commitments($ in thousands)Note ReferenceOne Year