{
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  "docSlug": "ea58509a724275fa8a6eb90245630cbd",
  "documentTitle": "Flushing Financial | Results Presentation Deck | 37 slides",
  "authorId": "flushing-financial",
  "authorName": "Flushing Financial Corporation",
  "documentKindSlug": "conference-presentation",
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  "sourceTypeSlug": "investor_relations",
  "sourceTypeLabel": "Investor relations",
  "presentationDate": "2023-08-01 00:00:00",
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  "pageNumber": 15,
  "pageCount": 37,
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  "slideType": "before_after",
  "function": "analyze_data",
  "density": "balanced",
  "nDataPoints": 5,
  "notes": "The chart highlights the improvement from -8.77% in 2Q22 to -3.17% in 2Q23.",
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  "slideHref": "/slides/019de075-953b-7766-b032-fe34528d7ef3/15",
  "deckHref": "/decks/019de075-953b-7766-b032-fe34528d7ef3",
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      "kind": "chart",
      "text": "Percentage Change to Net Interest Income from Base Case Based on a 100 bps Shock in Rates",
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      "kind": "list",
      "text": "The Balance Sheet is structured where liabilities reprice faster than assets (initially) when rates increase. Implementing a swap strategy along with adding floating rate assets. During 2Q23, over $400MM of interest rate hedges were added and $250MM of forward hedges became effective. When the Fed stops increasing rates, and after a lag, funding costs should stabilize, and assets then reprice higher (assuming a stable rate environment). The duration of the assets is between 3-4 years compared to 1-2 year for the liabilities. By adding interest rate hedges and implementing other structural changes, liability sensitivity has been reduced to by 64% over the past year",
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      "kind": "title",
      "text": "Our Actions Have Reduced Liability Sensitivity",
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      "evidence": "The slide shows a before-and-after comparison of liability sensitivity.",
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      "confidence": 0.8,
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