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AmSouth
Bancorporation and Subsidiaries
Notes to Consolidated Financial Statements |
| This sensitivity test is hypothetical and isolates the potential impact
of changes in a single assumption on total fair value. These and other
assumptions used in the calculation of fair values may in fact exhibit
some correlation (which would potentially magnify the impact of a scenario)
or may exhibit some negative correlation (which would potentially have
some partial offsetting benefit). Also, changes in assumptions do not
provide linear results. Thus, it is not possible to extrapolate the impact
of other scenarios from these projections. |
This sensitivity test is hypothetical and isolates the potential impact
of changes in a single assumption on total fair value. These and other
assumptions used in the calculation of fair values may in fact exhibit
some correlation (which would potentially magnify the impact of a scenario)
or may exhibit some negative correlation (which would potentially have
some partial offsetting benefit). Also, changes in assumptions do not
provide linear results. Thus, it is not possible to extrapolate the impact
of other scenarios from these projections. |
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Residential
|
|
Other Residential
|
|
| (Dollars in millions) |
Mortgages
|
Dealer Loans
|
Mortgages
|
Commercial Loans
|
|
| Outstanding
as of 12/31/00: |
|
|
|
|
|
|
Loans
held in portfolio |
$ 1,358 |
$ 2,990 |
$ 4,656 |
$ 9,078 |
|
Loans
securitized/sold |
2,651 |
1,655 |
-0- |
1,812 |
|
REMIC
(bond portfolio) |
151 |
-0- |
267 |
-0- |
|
|
|
|
|
|
Total managed loans |
$ 4,160 |
$ 4,641 |
$ 4,923 |
$ 10,890 |
|
|
|
|
| Total
delinquencies at 12/31/00 |
$ 166 |
$ 148 |
$ 131 |
$ 188 |
| Delinquencies
as a percent of |
|
|
|
|
|
ending
managed loans |
3.99% |
3.19% |
2.65% |
1.73% |
| Net credit
losses during 2000 |
$ 1 |
$ 47 |
$ 9 |
$ 45 |
| Net credit
losses as a percent of |
|
|
|
|
|
ending
managed loans |
0.02% |
1.04% |
0.19% |
0.41% |
|
|
|
|
|
|