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  "documentTitle": "First Busey | Results Presentation Deck | 41 slides",
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  "authorName": "First Busey Corporation",
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  "sourceTypeSlug": "investor_relations",
  "sourceTypeLabel": "Investor relations",
  "presentationDate": "2023-07-01 00:00:00",
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  "notes": "Includes a table of NII shock scenarios, a pie chart of loan maturity, and a grouped bar chart comparing deposit betas across two interest rate cycles.",
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      "text": "Peak IB NM deposit beta increased from 31% to 36% and peak total deposit beta increased from 27% to 32%. Increase in estimated betas driven by change in deposit mix. Peak beta expected to occur in mid-2024.",
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      "text": "Deposit Betas in last Tightening Cycle vs. Current ALCO Model Forecast",
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      "text": "Repricing / Maturity Structures of Portfolio Loans: Within 1 Year (38%), 1-2 Years (7%), 2-3 Years (8%), 3-5 Years (20%), 5+ Years (27%)",
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      "text": "Balance sheet remains asset-sensitive, progressing towards becoming more rate neutral. A +100 bps rate shock for Year 1 is up to +2.2% from +2.1% in 1Q23. A -100 bps rate shock for Year 1 is -2.6%; up from -2.9% in 1Q23.",
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      "text": "Annual % Change in Net Interest Income under Shock Scenarios: +200 bps (+4.4%, +5.1%), +100 bps (+2.2%, +2.5%), -100 bps (-2.6%, -3.5%), -200 bps (-5.1%, -7.0%)",
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      "text": "Actively Managing Asset-Sensitive Balance Sheet",
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