Orchard Stress Testing FINAL

8/19/2019 Orchard Stress Testing FINAL

1/13

!"#$%% '$%"()*

!"#$%&'(")% +%,-.,/ ., " 0"'.-(: 2?",/.,/ =,4.#7,3%,&

+, -./(0 !)(":2?= 4.##, 7.$#"$3 >#9= ;.,82)0 7.) .)0 1(


2/13

J6B'OB'!

M)"#20D


3/13

Guemjldetjaay spdjhiec, j ljrhdtpajod-guemdm afje is ef midrdet struoturjaay grfl j

+'$" (


4/13

T 6#07]BKINI T'-

"2= %&'& 5 +MDLKDE 8K]GONO BMDGCNI IXBOOFMIK DNII ONDLKDEKD 2H;H

!2? %&'& 5 1@LL +]BDP IKEDNL KDR@ ONEKIOBRK@D

1,8 %&'& 5 0]@IJN]L]@JI _B]KBFON ]BRNX@LNO

+,- %&&b 5 0]@IJN]OBMDGCNI KD2H4H

.": %&&b 5 7D1NGPOBMDGCNI KD2H4H

789 %&&A 5 1@Y !@DNI >DLMIR]KBO "_N]BENJNBPI

4,0 %&&o 5 AdnljeBrftndrs ads gfrbjehruptoy

789 %&'Z 5 ?NDLKDE 8OMF

[ ,BEONY@@L8BJKRBO LNOK_N]

rstp2psdouritizjtife

1,8 %&'Q 5 7D1NGP

>07]BKINI TZ%&.

."/ %&&) 5 1@Y !@DNI >DLMIR]KBO"_N]BEN F@RR@XI @MR

ALNT

ALNW

ALNN

ALLH

ALLS

ALLT

,%=%"2+48 &%1


5/13

1O'76-646EP

S 6#


6/13

!';O!! 'O!'MBE

H 6#+:-3%*8 7% 7:++ ='9>:"%

tndl jem cdedrjtd j sdt fg nypftndt ioja bjsd-ojsd guturd ojsn fws. ]nd pfrtgfaif

fg afjes gfr wni on wd jrd prfkdotiec ojsn fws oflpris ds jaa afjes ie fur mjtj sdt

friciejtdm ie Z? 20:4. ]ndsd ojsn fws wia a tnde bd jejayzdm tf mdvdafp j sdt fg st jtio

pffa pdrgfrljeod ldtrios. ]nd qujrtdray ojsn fws jrd js gfaafws;

Sitn fur bjsd ojsd jssulptifes, fur stjtio ljrhdt pfrtgfaif is dxpdotdm tf rdjaizd j 7.3%

4:%+*8 $ *'.% $&% >$-%* '" $ ?


7/13

L"$+4-:- @( P:-2'&:=$+ @&:1:"$2:'"-

!" 23% 1&$?3 2' 23% &:1328 7%

paft tnd ouluajtivd onjrcd-f

&$2%- '( 9$&;%2?+$= % +'$"- >4$""'22'9 '( 23% 1&$?35

6' ?&'.:*% $**:2:'"$+ *%2$:+ '"

onjrcd-f pdrgfrljeod ie ajtdr

vietjcds, wd’vd jasf ordjtdm tnd

=3$&2 >%+'78 73:=3 &%9'.%-

23% DGGgiDGGn *$2$5 P%&%8 7%

-%% -2%$*4 :9?&'.%9%"28 7:23

.:"2$1%- DGC`iDGCN -3'7:"1

tnd afwdst ouluajtivd onjrcd-f

&$2%- 2'/*$2% '( $++ .:"2$1%-5

@% &%$+:0%*5 )'& &%(%&%"=%8

*%($+% '(

JR, B()9-;8(,()+*(=)

# =

1 ' ( ) * + , - < 4 + 8 , - 5 ; 1 1 6 @ J + B + ) 9 -

'"'#$%

/?=?.+'47- :+'- %3 /(+>9-;833) 1< 54&'+9- 3%> !" $%&'( *%+&)

/?=?.+'47- :+'- %3 /(+>9-;833) 1< 54&'+9- 3%> !" $%&'( *%+&)6 @22J ; B>-)-&'

!

"#

$#

%#

'!#

()*+,-./0:2 =./+*

4 7 . , 3

+ > ( 9 9 ; . / + ( 2 4 , + 8 0 / 4 . , 8 1 : . 2 *

!"#$ !"## !""% !""& !""' !""$ !""# &%%% &%%& &%%' &%%$ &%%# &%!% &%!& &%!'

>47.,3+>(99;./+

/(+>9-;833 :+'- 8& />-,4' /+>, *%+&)6 O.. /%==->M4+. D+&G)6 C+&?+>< NJIK '% 8M'%1-> @2NK H

=. _furod; nttps;//rdsdjron.stafuisgdm.frc/

(&%*Db-%&:%-bJ@,JJLJAI


8/13

!"#

$%%#

$&"#

$"%#

$!"#

) *

)

)

: 2 ?

!"# %&'' !"# %&'% !"# %&'( !"# %&') !"# %&'*

=:+?

473>9;8

1%1'"* :".%-29%"2- '.%& 23:- 2:9% ?%&:'*8 >% ='"-:*%&%* -'9%73$2 $&>:2&$&45

X()".*$ G/*Y32.)Y.82D)" G/*Y"$#8 G/*Y#."$ G/*Y()4'47- B->3%>=+&M- %3 $+>G-'A.+M- *-&,4&9 +&, L>+,4'4%&+. E&7-)'=-&' B%>'3%.4%)

+OBJ71G;[MBE GEGMB!' 6'7O; G!!O' J4G!!O! 1GBGEO1OB' 6Z ;M![ MB GB'MJM@G'M6B 6Z !';O!!


9/13

!"-2%$* '( 23% DGCCiDGCN ?%&:'* -3'7"8 7% 9:132 ='"-:*%& 23%

4%$&+4 ?%&('&9$"=% ('& $ -%&:%- '( -:9%1:"":"1 '( %$=3 4%$& (&'9 DGCD 23&'%1:"":"1 :" DGCD $"*

DGC`8 7% -%% $ &%--%&.%* $>'.%\ 63% IKH

-3'7- 23% >%-2 ?%&('&9$"=%8 $+23'%-2 ?%&('&9:"1 '( 23% ('4 23% IKH '.%& 23$2 ?%&:'*5 L-

9%"2:'"%* $>'.%8 -'9% '( 23% ='"-:-2%"=4 :" 9$&;%2?+$=% +%"*:"1

?%&('&9$"=% :- >%=$&$2% 23%:& +% 2' ?&%*:=2 %M$=2+4

73$2 23% (% ?%&(%=2+4 &:132h 23% ]


10/13

L"'23%& ;%4 $&%$ '( &:-; :- 23$2 '( 23% '&:1:"$2'& $"* -%&.:=%&8

'(2%" 23% -$9% %"2:245 E3:+% 23% +%$*:"1 '&:1:"$2'&- :" 9$&;%2?+$=%

+%"*:"1 3$.% ?'-2%* 2&$=; &%='&*- '( 3:13/]


11/13

!" $ -2&%--%* %".:&'"9%"28 +%"*%&- 7:++ $+-' 7$"2 2' =+'-%+4 9'":2'&

23%:& $??+:=$2:'" .'+%1$" -'+:=:2$2:'" 23&'


12/13

R$.:* I":2;'( 3$- $??+:%* $"$+42:=- $"* 2%=3"'+'14 2' >$";:"18

3%$+23=$&%8 2&$.%+8 $"* 9%*:$ ('& '.%& 2%" 4%$&-5 L2 L9%&:=$" mM?&%--8

3% 7'&;%* '" &:-;8 ?&'*:++:'"- '( *'++$&- :" "%7 =&%*:25

L2 J:2:1&'


13/13

2#

Orchard Stress Testing FINAL

Documents

Transcript of Orchard Stress Testing FINAL