Treasury & Liquidity Risk Management

Pinnacle Savings Bank – Pittsburgh, PA – $3.4B Assets

Liquidity Coverage Ratio
127.4%
-2.8% MoM
Net Stable Funding Ratio
112.6%
+0.4% MoM
Intraday Liquidity Position
$487M
As of 14:30 ET
14.3% of Assets
HQLA Balance
$712M
-$34M MoM
Encumbrance: 18.2%
Stress Survival Horizon
47 days
-9 days MoM
Target: ≥60 days
Funding Concentration Index
23.4%
-1.2% MoM
Top 10 Depositors

Funding Maturity Gap Ladder

HQLA Composition by Asset Class

Deposit Behavioral Stability Score

LCR Trend (12 Months)

Funding Cost Rate Beta by Segment

Deposit Segment Rate Beta Avg. Cost Balance ($M)
Operational DDA 8% 0.05% $842
Retail Savings 42% 2.18% $1,124
Retail CD 95% 4.62% $487
Commercial DDA 18% 0.32% $634
Commercial MMDA 78% 3.91% $289
Brokered Deposits 98% 4.83% $152

Contingent Liquidity Capacity

$1.24B
36.5% of Total Assets
FHLB Capacity: $687M
Fed Discount Window: $412M
Unencumbered Securities: $143M

Collateral Encumbrance Rate

18.2%
vs. 15.8% Last Month

Top Depositor Exposure

$87M
Single Largest Depositor
Type: RE Developer
Classification: High Volatility
Change (30d): -60%

Contingent Funding Facility Register

Facility Name Counterparty Total Capacity Utilized Available Collateral Req. Status
FHLB Advance Line Federal Home Loan Bank Pittsburgh $687M $142M $545M Eligible Mortgages Active
Fed Discount Window Federal Reserve Bank Cleveland $412M $0M $412M Pledged Securities Active
Unsecured Fed Funds Line PNC Bank $50M $0M $50M None Active
Correspondent Repo Line J.P. Morgan $75M $18M $57M UST/Agency MBS Active
Bank Term Funding Program Federal Reserve $0M $0M $0M N/A Expired

Intraday Liquidity Position (Today)

Funding Concentration Risk Index

Depositor Cohort Balance ($M) % of Deposits Risk Class
Top 1 Depositor $87 2.6% Critical
Top 2-5 Depositors $234 6.9% Elevated
Top 6-10 Depositors $187 5.5% Elevated
Top 11-25 Depositors $312 9.2% Moderate
Brokered Deposits $152 4.5% Elevated
Other Retail/Commercial $2,556 75.2% Low

Liquidity Stress Scenario Simulation – 30-Day Survival Path