| 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 Severely Adverse | 2024 Q1 | -11.6           | -9.9               | -7.8                          | -6.0                             | 5.6               | 2.3                | 2.1                   | 0.4                   | 1.1                    | 5.8                 | 4.0           | 5.1        | 26130.6                                    | 261.4                     | 338.5                                      | 65.0                            |
| Supervisory Severely Adverse | 2024 Q2 | -6.7            | -5.7               | -4.0                          | -2.8                             | 6.8               | 1.5                | 0.2                   | 0.3                   | 0.8                    | 6.3                 | 3.7           | 3.2        | 22761.8                                    | 241.1                     | 328.0                                      | 70.0                            |
| Supervisory Severely Adverse | 2024 Q3 | -8.0            | -7.1               | -4.2                          | -3.2                             | 8.1               | 1.3                | 0.1                   | 0.4                   | 0.8                    | 6.5                 | 3.8           | 3.1        | 21799.3                                    | 225.4                     | 314.0                                      | 61.4                            |
| Supervisory Severely Adverse | 2024 Q4 | -5.9            | -5.1               | -2.9                          | -1.8                             | 9.2               | 1.3                | 0.1                   | 0.5                   | 0.8                    | 6.6                 | 3.8           | 3.1        | 21318.0                                    | 214.0                     | 293.1                                      | 54.5                            |
| Supervisory Severely Adverse | 2025 Q1 | -1.8            | -0.7               | -0.1                          | 1.1                              | 9.7               | 1.4                | 0.1                   | 0.5                   | 0.9                    | 6.4                 | 3.8           | 3.1        | 22280.5                                    | 206.8                     | 269.4                                      | 49.1                            |
| Supervisory Severely Adverse | 2025 Q2 | 0.6             | 1.9                | 1.2                           | 2.4                              | 9.9               | 1.4                | 0.1                   | 0.6                   | 1.0                    | 6.1                 | 3.7           | 3.1        | 23724.3                                    | 202.0                     | 248.4                                      | 44.8                            |
| Supervisory Severely Adverse | 2025 Q3 | 0.9             | 2.1                | 1.7                           | 2.9                              | 10.0              | 1.4                | 0.1                   | 0.7                   | 1.1                    | 5.8                 | 3.5           | 3.1        | 25649.4                                    | 198.8                     | 227.5                                      | 41.5                            |
| Supervisory Severely Adverse | 2025 Q4 | 6.5             | 7.6                | 5.3                           | 6.6                              | 9.5               | 1.5                | 0.1                   | 0.7                   | 1.2                    | 5.5                 | 3.4           | 3.1        | 28055.7                                    | 204.3                     | 209.4                                      | 38.8                            |
| Supervisory Severely Adverse | 2026 Q1 | 6.1             | 7.5                | 5.6                           | 7.1                              | 9.0               | 1.5                | 0.1                   | 0.8                   | 1.3                    | 5.1                 | 3.3           | 3.1        | 30943.3                                    | 210.0                     | 211.4                                      | 36.6                            |
| Supervisory Severely Adverse | 2026 Q2 | 5.7             | 6.6                | 5.3                           | 6.9                              | 8.5               | 1.5                | 0.1                   | 0.9                   | 1.3                    | 4.8                 | 3.2           | 3.1        | 33830.8                                    | 215.7                     | 213.4                                      | 34.9                            |
| Supervisory Severely Adverse | 2026 Q3 | 5.4             | 6.5                | 5.0                           | 6.6                              | 8.1               | 1.6                | 0.1                   | 1.0                   | 1.4                    | 4.5                 | 3.1           | 3.1        | 38162.2                                    | 221.3                     | 215.3                                      | 33.6                            |
| Supervisory Severely Adverse | 2026 Q4 | 5.1             | 6.3                | 4.8                           | 6.4                              | 7.8               | 1.6                | 0.1                   | 1.1                   | 1.5                    | 4.1                 | 3.1           | 3.1        | 42974.8                                    | 226.9                     | 217.3                                      | 32.5                            |
| Supervisory Severely Adverse | 2027 Q1 | 4.8             | 6.2                | 4.5                           | 6.1                              | 7.4               | 1.6                | 0.1                   | 1.2                   | 1.5                    | 3.8                 | 3.1           | 3.1        | 47787.5                                    | 232.3                     | 219.2                                      | 31.7                            |