| 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 | 2023 Q1 | -12.5           | -10.1              | -7.9                          | -5.8                             | 5.6               | 2.3                | 1.7                   | 1.2                   | 1.1                    | 5.8                 | 4.0           | 4.7        | 24338.0                                    | 248.8                     | 347.6                                      | 70.0                            |
| Supervisory Severely Adverse | 2023 Q2 | -6.7            | -5.3               | -3.0                          | -1.8                             | 6.8               | 1.5                | 1.0                   | 0.9                   | 0.8                    | 6.3                 | 3.7           | 4.0        | 22131.8                                    | 228.6                     | 336.9                                      | 75.0                            |
| Supervisory Severely Adverse | 2023 Q3 | -8.0            | -7.0               | -3.4                          | -2.4                             | 8.1               | 1.3                | 0.1                   | 0.8                   | 0.8                    | 6.5                 | 3.8           | 3.1        | 21501.5                                    | 212.9                     | 322.5                                      | 65.4                            |
| Supervisory Severely Adverse | 2023 Q4 | -5.9            | -4.9               | -2.1                          | -0.9                             | 9.2               | 1.3                | 0.1                   | 0.8                   | 0.8                    | 6.6                 | 3.8           | 3.1        | 21186.3                                    | 201.7                     | 301.0                                      | 58.0                            |
| Supervisory Severely Adverse | 2024 Q1 | -1.8            | -0.7               | 0.3                           | 1.6                              | 9.7               | 1.4                | 0.1                   | 0.9                   | 0.9                    | 6.4                 | 3.8           | 3.1        | 21816.7                                    | 194.3                     | 276.7                                      | 52.1                            |
| Supervisory Severely Adverse | 2024 Q2 | 0.6             | 1.9                | 1.5                           | 2.8                              | 9.9               | 1.4                | 0.1                   | 0.9                   | 1.0                    | 6.1                 | 3.7           | 3.1        | 22762.2                                    | 189.5                     | 255.2                                      | 47.4                            |
| Supervisory Severely Adverse | 2024 Q3 | 0.9             | 2.2                | 1.7                           | 2.9                              | 10.0              | 1.4                | 0.1                   | 1.0                   | 1.1                    | 5.8                 | 3.5           | 3.1        | 24022.8                                    | 186.1                     | 233.7                                      | 43.6                            |
| Supervisory Severely Adverse | 2024 Q4 | 6.3             | 7.6                | 5.3                           | 6.6                              | 9.5               | 1.5                | 0.1                   | 1.0                   | 1.2                    | 5.5                 | 3.4           | 3.1        | 25598.7                                    | 191.2                     | 215.0                                      | 40.6                            |
| Supervisory Severely Adverse | 2025 Q1 | 5.9             | 7.2                | 5.3                           | 6.7                              | 9.0               | 1.5                | 0.1                   | 1.0                   | 1.3                    | 5.1                 | 3.3           | 3.1        | 27489.7                                    | 196.4                     | 217.7                                      | 38.2                            |
| Supervisory Severely Adverse | 2025 Q2 | 5.6             | 6.4                | 5.1                           | 6.5                              | 8.6               | 1.5                | 0.1                   | 1.0                   | 1.3                    | 4.8                 | 3.2           | 3.1        | 29380.7                                    | 201.6                     | 220.4                                      | 36.2                            |
| Supervisory Severely Adverse | 2025 Q3 | 5.3             | 6.3                | 4.8                           | 6.3                              | 8.2               | 1.6                | 0.1                   | 1.0                   | 1.4                    | 4.5                 | 3.1           | 3.1        | 32217.2                                    | 206.7                     | 223.1                                      | 34.7                            |
| Supervisory Severely Adverse | 2025 Q4 | 5.0             | 6.1                | 4.5                           | 6.0                              | 7.8               | 1.6                | 0.1                   | 1.0                   | 1.5                    | 4.1                 | 3.1           | 3.1        | 35368.9                                    | 211.7                     | 225.7                                      | 33.4                            |
| Supervisory Severely Adverse | 2026 Q1 | 4.7             | 6.0                | 4.2                           | 5.7                              | 7.5               | 1.6                | 0.1                   | 1.1                   | 1.5                    | 3.8                 | 3.1           | 3.1        | 38520.6                                    | 215.9                     | 228.3                                      | 32.4                            |