| Scenario Name        | Date    | Real GDP growth | Nominal GDP growth | Real disposable income growth | Nominal disposable income growth | Unemployment rate | CPI inflation rate | 3-month Treasury rate | 5-year Treasury yield | 10-year Treasury yield | BBB corporate yield | Mortgage rate | Prime rate | Dow Jones Total Stock Market Index (Level) | House Price Index (Level) | Commercial Real Estate Price Index (Level) | Market Volatility Index (Level) |
|----------------------|---------|-----------------|--------------------|-------------------------------|----------------------------------|-------------------|--------------------|-----------------------|-----------------------|------------------------|---------------------|---------------|------------|--------------------------------------------|---------------------------|--------------------------------------------|---------------------------------|
| Supervisory Baseline | 2022 Q1 | 3.3             | 7.0                | 0.2                           | 3.8                              | 4.0               | 3.9                | 0.1                   | 1.3                   | 1.7                    | 2.9                 | 3.2           | 3.3        | 48634.3                                    | 269.8                     | 339.9                                      | 28.1                            |
| Supervisory Baseline | 2022 Q2 | 3.9             | 6.8                | 2.3                           | 5.1                              | 3.8               | 3.0                | 0.3                   | 1.4                   | 1.8                    | 3.0                 | 3.3           | 3.4        | 48634.3                                    | 271.8                     | 342.4                                      | 25.8                            |
| Supervisory Baseline | 2022 Q3 | 3.3             | 6.0                | 2.5                           | 4.8                              | 3.7               | 2.5                | 0.5                   | 1.6                   | 2.0                    | 3.2                 | 3.5           | 3.6        | 48634.3                                    | 273.8                     | 345.0                                      | 25.2                            |
| Supervisory Baseline | 2022 Q4 | 2.7             | 5.2                | 2.3                           | 4.5                              | 3.6               | 2.4                | 0.7                   | 1.7                   | 2.1                    | 3.4                 | 3.6           | 3.8        | 48634.3                                    | 275.9                     | 347.6                                      | 25.3                            |
| Supervisory Baseline | 2023 Q1 | 2.5             | 5.0                | 2.5                           | 4.6                              | 3.5               | 2.4                | 0.9                   | 1.8                   | 2.2                    | 3.5                 | 3.7           | 4.0        | 48634.3                                    | 277.9                     | 350.2                                      | 24.7                            |
| Supervisory Baseline | 2023 Q2 | 2.3             | 4.7                | 2.6                           | 4.6                              | 3.5               | 2.3                | 1.1                   | 1.9                   | 2.3                    | 3.8                 | 3.8           | 4.2        | 48634.3                                    | 280.0                     | 352.8                                      | 26.5                            |
| Supervisory Baseline | 2023 Q3 | 2.2             | 4.6                | 2.6                           | 4.7                              | 3.5               | 2.3                | 1.3                   | 1.9                   | 2.4                    | 4.0                 | 3.9           | 4.3        | 48634.3                                    | 282.1                     | 355.4                                      | 27.1                            |
| Supervisory Baseline | 2023 Q4 | 2.2             | 4.6                | 2.5                           | 4.6                              | 3.5               | 2.4                | 1.4                   | 1.9                   | 2.5                    | 4.1                 | 4.0           | 4.5        | 48634.3                                    | 284.2                     | 358.1                                      | 27.4                            |
| Supervisory Baseline | 2024 Q1 | 2.1             | 4.5                | 2.3                           | 4.3                              | 3.5               | 2.3                | 1.5                   | 2.0                   | 2.5                    | 4.2                 | 4.0           | 4.5        | 48634.3                                    | 286.4                     | 360.8                                      | 27.5                            |
| Supervisory Baseline | 2024 Q2 | 2.1             | 4.0                | 2.2                           | 4.1                              | 3.5               | 2.2                | 1.5                   | 2.0                   | 2.5                    | 4.2                 | 4.0           | 4.5        | 48634.3                                    | 288.5                     | 363.5                                      | 27.5                            |
| Supervisory Baseline | 2024 Q3 | 2.0             | 4.0                | 2.2                           | 4.0                              | 3.6               | 2.2                | 1.5                   | 2.0                   | 2.5                    | 4.3                 | 4.0           | 4.5        | 48634.3                                    | 290.7                     | 366.2                                      | 27.6                            |
| Supervisory Baseline | 2024 Q4 | 2.0             | 3.9                | 2.1                           | 4.0                              | 3.6               | 2.1                | 1.5                   | 2.0                   | 2.5                    | 4.3                 | 4.0           | 4.6        | 48634.3                                    | 292.9                     | 369.0                                      | 27.7                            |
| Supervisory Baseline | 2025 Q1 | 2.0             | 4.0                | 2.2                           | 4.1                              | 3.6               | 2.2                | 1.5                   | 2.0                   | 2.6                    | 4.4                 | 4.1           | 4.6        | 48634.3                                    | 295.1                     | 371.7                                      | 27.8                            |