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  "docSlug": "a77501345bc7626c41e21404fc5e7faa",
  "documentTitle": "Flushing Financial | Results Presentation Deck | 39 slides",
  "authorId": "flushing-financial",
  "authorName": "Flushing Financial Corporation",
  "documentKindSlug": "conference-presentation",
  "documentKindLabel": "Conference presentation",
  "sourceTypeSlug": "investor_relations",
  "sourceTypeLabel": "Investor relations",
  "presentationDate": "2024-01-01 00:00:00",
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  "pageNumber": 16,
  "pageCount": 39,
  "prevPage": 15,
  "nextPage": 17,
  "slideType": "kpi_overview",
  "function": "analyze_data",
  "density": "dense",
  "nDataPoints": 18,
  "notes": "The chart uses a combination of bar charts for loan volumes and line charts for interest rates, with callout clouds for basis point changes.",
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  "slideHref": "/slides/019de076-a2b0-72bd-8b08-2da5d23dc01a/16",
  "deckHref": "/decks/019de076-a2b0-72bd-8b08-2da5d23dc01a",
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  "deckAnchorHref": "/decks/019de076-a2b0-72bd-8b08-2da5d23dc01a#slide-16",
  "components": [
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        "h": 0.5,
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      "kind": "chart",
      "text": "Loan Repricing ($MM)",
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      "kind": "list",
      "text": "~18% of loans reprice (~25% including all loan portfolio hedges) with every Fed move and an additional 10-15% reprice annually",
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      "kind": "list",
      "text": "Through 2025, loans to reprice ~170-210 bps higher assuming index values as of December 31, 2023",
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      "kind": "list",
      "text": "Floating rate loans include any loans (including back-to-back swaps) tied to an index that reprices within 90 days; Including interest rate hedges of $500MM, $1.7B or ~25% of the loan portfolio is effectively floating rate",
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      "kind": "title",
      "text": "Effective Floating Rate Loans Rise are ~25% of the Loan Portfolio; Significant Repricing to Occur Through 2026",
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      "beatId": "57e9fada-7169-4768-a48c-7a9d035d4487",
      "arcName": "The Sparkline",
      "arcSlug": "sparkline",
      "beatName": "KPI Overview",
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      "evidence": "The deck presents various KPIs, such as loans secured by real estate, net charge-offs, and interest rate hedges",
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