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HOUSE_OVERSIGHT_014348

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uncertain macro backdrop. That said, following the results of the election, and assuming the new administration can create fiscal stimulus, management sounded optimistic around growth prospects in C&! (10% ex-energy YoY), owner-occupied, etc. = Energy portfolio performing in-line with expectations. Management reaffirmed the >8% allowance on its energy portfolio ($2.3mn or 5% of total loans) remains sufficient to cover future losses. However, continued stress in its oilfield services portfolio (26% of portfolio) remains the primary reason behind ZION’s cautious view. This was consistent with the 60% of the audience polled whose ownership in the stock is modestly influenced by this portfolio. That said, until supply/demand fundamentals improve or activity picks up, material reserve release is unlikely. Chart 51: How much does credit quality in ZION’s energy portfolio influence your decision on owning the stock? 70% 60% 60% 50% 40% 30% sili 20% 13% 10% 0% Still a material factor in my A modest factor in my No longer a factor in my investment decision investment decision investment decision Source: BofA Merrill Lynch Global Research = Steepening yield curve a modest benefit, though short-end matters more. Despite recent actions that have reduced the bank’s asset sensitivity, ZION remains the most asset sensitive among US banks. For a 25bp rise in the short-end, ZION estimates a $30mn incremental benefit to spread income. That said, due to the variable-rate mismatch between assets/liabilities, a steeper yield curve is expected to have a marginal impact. = Potential changes to CCAR viewed as positive for ZION. Mr. Burdiss viewed the potential change to the annual stress test (CCAR), specifically the static RWA balance, as net positive for the bank/industry. That said, overall these changes are immaterial as CCAR remains their capital constraint. Although only 14% of the audience polled think more aggressive capital return is the most important catalyst for the stock (top

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