| 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 | 2023 Q1 | -0.5            | 2.9                | 1.8                           | 5.1                              | 3.9               | 3.2                | 4.7                   | 4.0                   | 3.9                    | 5.9                 | 6.2           | 7.4        | 38520.6                                    | 301.3                     | 361.0                                      | 30.7                            |
| Supervisory Baseline | 2023 Q2 | -0.9            | 2.1                | 0.7                           | 3.5                              | 4.3               | 2.9                | 4.8                   | 4.0                   | 3.8                    | 5.8                 | 5.9           | 7.6        | 38520.6                                    | 302.8                     | 363.7                                      | 29.0                            |
| Supervisory Baseline | 2023 Q3 | 0.0             | 2.6                | 1.5                           | 4.0                              | 4.6               | 2.7                | 4.6                   | 3.9                   | 3.7                    | 5.6                 | 5.6           | 7.4        | 38520.6                                    | 304.3                     | 366.4                                      | 27.2                            |
| Supervisory Baseline | 2023 Q4 | 0.9             | 3.4                | 2.0                           | 4.3                              | 4.8               | 2.4                | 4.4                   | 3.7                   | 3.6                    | 5.5                 | 5.4           | 7.2        | 38520.6                                    | 305.8                     | 369.1                                      | 28.4                            |
| Supervisory Baseline | 2024 Q1 | 1.5             | 3.9                | 2.4                           | 4.6                              | 4.9               | 2.2                | 4.0                   | 3.6                   | 3.5                    | 5.4                 | 5.2           | 6.8        | 38520.6                                    | 307.4                     | 371.9                                      | 28.5                            |
| Supervisory Baseline | 2024 Q2 | 1.9             | 4.1                | 2.4                           | 4.5                              | 4.9               | 2.1                | 3.7                   | 3.5                   | 3.4                    | 5.3                 | 5.0           | 6.5        | 38520.6                                    | 308.9                     | 374.6                                      | 28.6                            |
| Supervisory Baseline | 2024 Q3 | 2.2             | 4.3                | 2.4                           | 4.3                              | 4.8               | 2.2                | 3.3                   | 3.4                   | 3.3                    | 5.3                 | 4.9           | 6.2        | 38520.6                                    | 310.4                     | 377.4                                      | 28.4                            |
| Supervisory Baseline | 2024 Q4 | 2.3             | 4.4                | 2.4                           | 4.4                              | 4.7               | 2.1                | 3.1                   | 3.3                   | 3.3                    | 5.2                 | 4.9           | 6.0        | 38520.6                                    | 312.0                     | 380.2                                      | 28.4                            |
| Supervisory Baseline | 2025 Q1 | 2.2             | 4.4                | 2.1                           | 4.2                              | 4.6               | 2.2                | 3.0                   | 3.2                   | 3.3                    | 5.2                 | 4.8           | 5.9        | 38520.6                                    | 313.5                     | 383.0                                      | 28.5                            |
| Supervisory Baseline | 2025 Q2 | 2.1             | 3.9                | 2.0                           | 4.1                              | 4.6               | 2.2                | 3.0                   | 3.1                   | 3.3                    | 5.2                 | 4.8           | 5.9        | 38520.6                                    | 315.1                     | 385.9                                      | 28.5                            |
| Supervisory Baseline | 2025 Q3 | 2.1             | 3.8                | 2.0                           | 4.0                              | 4.6               | 2.2                | 3.0                   | 3.0                   | 3.3                    | 5.2                 | 4.8           | 5.9        | 38520.6                                    | 316.6                     | 388.7                                      | 28.5                            |
| Supervisory Baseline | 2025 Q4 | 2.1             | 3.8                | 2.0                           | 4.0                              | 4.6               | 2.2                | 3.0                   | 3.0                   | 3.2                    | 5.2                 | 4.8           | 5.9        | 38520.6                                    | 318.2                     | 391.6                                      | 28.5                            |
| Supervisory Baseline | 2026 Q1 | 2.0             | 3.9                | 2.0                           | 4.0                              | 4.6               | 2.2                | 3.0                   | 2.9                   | 3.2                    | 5.2                 | 4.8           | 5.9        | 38520.6                                    | 319.8                     | 394.5                                      | 28.4                            |