Company: HBAN
Filing Date: 2025-04-29
Form Type: 10-Q
Source: 0000049196-25-000038
Chunk: 75

Company: HUNTINGTON BANCSHARES INC /MD/
Filing Date: 2025-04-29
Form: 10-Q
Item: Part I, Item 2
Chunk 75
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 at Risk results included in the table below presents select gradual “ramp” -200, -100, +100 and +200 basis point parallel shift scenarios, implied by the forward yield curve over the next 12 months. 

Table 14 - Net Interest Income at RiskAt March 31, 2025December 31, 2024Federal Funds RateFederal Funds RateBasis point change scenarioStarting PointMonth 12 (1)NII at Risk (%)Starting PointMonth 12 (1)NII at Risk (%)+2004.50 %5.50 %1.6 %4.50 %6.00 %2.0 %+1004.50 4.50 0.5 4.50 5.00 0.8 Base4.50 3.50 — 4.50 4.00 — -1004.50 2.50 -0.5 4.50 3.00 -0.5 -2004.50 1.50 -1.4 4.50 2.00 -1.3 

(1)Represents the federal funds rate in month 12 given a gradual, parallel “ramp” relative to the base implied forward scenario.

The NII at Risk shows that the balance sheet is asset sensitive at both March 31, 2025, and December 31, 2024. The primary drivers to the change in sensitivity from December 31, 2024 include current and projected balance sheet composition over the simulation horizon and market rates. 

2025 1Q Form 10-Q     19

EVE at Risk is used by management to measure the impact of interest rate changes on the net present value of assets and liabilities, including derivative exposures, using a wide range of scenarios. The EVE results included in the table below reflects select immediate -200, -100, +100 and +200 basis point parallel “shock” scenarios from the yield curve term points at the specific point in time that EVE sensitivity is measured. 

Table 15 - Economic Value of Equity at Risk Economic Value of Equity at Risk (%)Basis point change scenario-200-100+100+200At March 31, 20252.4 %2.7 %-4.5 %-10.2 %At December 31, 20245.