Central Valley Community Bancorp
Annual Report 2006

Plain-text annual report

.- ... .. Strong . Sol id. U nc hanging . Just Like Our Commitment To The Community. .. . . Ag Lenders Society of California Alzheimer's Foundation of Central California American Cancer Society American Heart Association American Red Cross Arthritis Foundation Big Brothers / Big Sisters Boys & Girls Clubs of Fresno County Buchanan High School Business Organization of Old Town I t i ti era wlicrc bdnks rei tivciil thcrnsclvcs with Clovis California Rangcland Trust California State University, Fresno Ag every shift in the marlrct, cvcry trcrid in dir iridustry, One Foundation California State University, Fresno Craig School of Business California State University, Fresno Foundation California State University, Central Valley Comtiiuniry l h n k stands rcfrcshingly Fresno Maddy Institute Camp Sunshine Dreams Cen Cal Business Finance apart. Oui ownership, leadership and v h c s h ~ v c Group Center for Advanced Research &Technology (CART) Central California Excellence in Business Awards Central California Small Business Development r e m i n e d unchanged since o w foundrng in 1980. Center Central Valley Business Incubator Children's Hospital Central California SO we have 792 1,793 185 1,978 14.821 2,340 310 200 481 41 1 689 4,084 7,530 1.62 1 4 , l O h - 13,2i& 5,6111 1,044 3,635 0.71 . 0 (74 9 Consolidated Statements of Changes in Shareholders' Equity For t h e Years Ended December 31, 2006, 2005 arid 2004 ( I n thousands, e x c e p l share and per share a m o u n t s ) Accutnul.11~i1 (1 IIIL t (.omaielihairi~c In( oinr (Loss) ( N C l (rf'lixr,) I I oral Balance, January 1, 2004 C:omprr\icnsive income (Note 15): Net incomc Other comprehensive Iijss, net oftax: Net chat1 ' c in unrealized gains on available-- foi--sabe itiveitmcnt securiiici Total cornprehrrisivc income (:ash dividend - $.05 prr share (Nore I O ) Stock options exercised atitl related tax hencfit (Note 11) Kelwrcliabc and retirenirnt of-common stuck (Note 10) 5,1~w,n54 $ 6,096 $ lL),501 $ 1,123 $ 26,720 3,695 3,095 $ 3.695 (793) (7'):s) -~ (1 8,000) (211) (213) -- Rslaticc, Decemher 31, 2004 5,257,734 6,343 22.933 330 20,606 Coniprelirnsivc income (Note 15): Net iticornc Other comprchcnsive loss, net oftax: ' . I;)r-sa L invewiient uuiities Net chaii e i n irtrrrdized gain5 n t i available- , . - . : p.. ': , Total compi-ehetisivc income Stock issurd for acquisiriori (Note 2) Stock options rxcrciscd and related tax henelii (Nutc 11) Balance. Decerribcr 31. 2005 Comprehcnsivc income (Notc 15): Net incotric Other comprchcnsive incotrw, nut of tax: Net chan e iii unrcdized low uti wailable- for-sa L invewiient scumtics 'I , , - ': . p.. Total comprehensivc income Kepurchasc and retiremcnt of coiiiniott stock (Note 10) Stock basctl compensation expense Stock options exercised and related tax heneh (Note 11) Balance, December 3 1 , 2006 6,044 6,044 $ 6,044 (8.57) (837) 522,106 6,079 6.079 I I I .980 5.891,820 ( , 3 1 - ~ - - - - 631 13,051 28,977 (507) 41,523 6,911 6.911 $ 6.311 390 390 390 -- sr 7,-IpI -- (26,200) (395) 163 - ~ 172,036 ~ 1,186 ~ ... (395) 163 1,186 $ 49,778 2 0 0 L 2005 2004 IXsclnsiirc of reclassification amount, net of lases (Note 15): Unrealized hulding gains (losscs) arising during the ycar I t s s rcclassiticatiori adjustmetit for net gains included i n rlct income Net chsrigc in unrraliicd gains (losses) on available-for-sale invesrmrnt securities 'Ihr accompanying notes are ail integral part of these consolidated financial srgrcmcnts. 10 ' Consolidated Statements 1 1 of Cash Flows For the Years Ended Dccernber 31, 2006. 2005 and 2004 ( I n thousands) 2000 2005 . .. ~ 2004 (:AS11 I:l.(7WS FROM OPERATIN(; AC'TJVITIES: Ne( iticonic Adjustments IO reconcile net irtiorire In net cash B 6,91 1 s 6,044 $ 3,695 provided by operating activities: Net increase (dcsils i n other banks Net FHLU stock purchases Net increasc in loans I'urchasca o f bank owned life insurance Net cash used i n investing activities CASH FLOWS FROM 1'1 NANCINT, AC:TIVIl'IES: Net (drcrrase) increase in demand, iritctcat-I>rsring and savings deposits Net increase (decrease) i n titiie deposirs 1'1-occcds frtrrri Iwtrt.jwitig.s from Fedei-a1 1 lomc Loan Rank Repayments to Federal llonic Loan Hank Repayment of borrowings ftorrr vrlrer linancial institutions Proceeds from borrowings frotri other financial institutions Cash paid for dividends S l i m rrpiirchase and rctircmcnt Proceeds from exercise of stock optiona TAX henefit froin exercise of stock options Net cash pi-ovidcd by financing activities (hcrease) increase in cash and caah cyivalrtiis CAS11 ANI) CASH EQ1JIVAI.EN'I'S AI' ULGINNING O F Y E A R cnsi I A N I ) C A S H EQLIIVALENI'S A I P N I ) (:)I, Yt..Art S L J I ~ I ~ I C h l I ; M I ; , N ' I A I , rm(:i.osuitE OF CAS] paid during the ycar for: i I 1 ' 1 ow I N ~ R M A T I O N : lntercst expense Ineotric iaxes I;>r-sale investment securities NON-CAS1 I I INANCIN(; A(:TIVITIES: fi-om stock optioria cxcrcised TAI. S(:HEI)ULL KLLAI'IL) ' 1 ' 0 A C Q ~ J l S l T l O N : o f Hank uf Madera Counry: De >(>si($ Ot!wi- liabilities 1. Odflb, flrl Goodwill and intangibles Premises and equipment Federal llonic Loan Batik stock Other assets Stock issued Cash and cash c q ~ ~ i ~ a l e r i t s acquired, n e t of cash > A i d IO Bank o f Madera County sliarki>lders and option holders The accompanying notes are an integral part of thcsc consolidatccl f;rlaricial sratemenrs. 100 1,617 163 (451) 8i)o (123) ( I 92) (248) (89) (398) 2,190 (838) 9,504 21 (30.657) 16,559 1,000 15,085 595 ( 1 43) (21,350) (2,987) 488 1,332 (505) (20,5h2) ( 5 3 5 1 ) 15,589 !J,7HH (11.788) (1.250) (395) 735 45 I 7,17!) (3,879 51,995 48,116 6,362 3,4011 650 451 21 . .. $ $ $ s 94 2 3 8 (1 73) 510 10,760 13,844 (50,046) 15,487 25,463 1,687 (47,458) (781) (440) (42,244) 32,000 0,034 (2,000) 458 173 39,605 n , i H i 43,814 5 1,995 3,947 3.223 ( I ,407) (14.3) (40.781) 4,775 4,500 26,488 (2,105) (807) (22,5 8 3) (539) 5 - ... ( 3 1,047) _. $ $ B $ $ 38,466 (2,845) 6,000 (7,000) 2,500 (263) (21 3) 317 143 37,105 8.481 35,334 43,81/r - 2,000 2,409 (1,090) 143 11 5 $ s B .y; Notes to Consolidated Financial Statements I . SUMMARY O F S1C:NIFICAN'I' A(~:(~:OLIN'I'ING I'OLI(:IES - General ~ Central Valley C;ommuniry Rarimrp (the Company) was incorporated on Frhrirary 7, 2000 and subsequently obtained approvd t'rorri the board of Governors nf ilrr Fctlcral Rcscrvc Systciii to be a bank holding C U I J I ~ I ~ Y its acquisiiitrri nF(3cntral Vdcy Coiiimuiiity Bank (11ie Rank). Tlic Company became tlie sole sliarclroltlct ofthc Bank on November 15, LO00 i t i a statutory mergei-, pursiiiiiii I O wliicli cach outstanding share of t h e Hank's coiritnu~i >tuck was exchanged for o t x s h r c uf rummon stock of the (:rrmpany. in connection with 'lhe Rank npcratcs I 2 branches in ( h i s , Frestin. wrsi r i t i ~ l riorthcast I'rcsno County, Madera (:trirniy, a r i d Sacramento, California. l rcvcnuc is providing loatis ro ci1siotricra who arc prc.dominately striall and triidtllc- markei Iuaiticsscs and individuals. l i e R a n k ibsirliarics have nominal activiry. tral Valley Cirriirriiinity Hancorp les generally acccpicd i r i the LJnitcd i e R a n k s ptiriiaty soitrcc of 'Ihe ~ c c o u n i i n g a r i d repor and subsidiary conLmi wiili Slaies of Atricrica and prevail hiti tlic banlting industiy. Managetiwrit 113s rlctcrniined that since all o f the banking prodLlCtS aiid services ' available in each hrancli of ttic Rank, all branches are iriornic environment and matragrmrrir &a not allocate .rrtiia~icc ofdiffkmt lending or tratisaciivri activities, it h e Rank tiratdies and report tlietii a s a single operating x i t i t s for more than 10 perceni nfrcvc~~tics for the O r i Scptcnibcr 21, 2005, tlie Cnrripatiy's Kuard of LXrectors api>rnvrd a twu-tor-- one stock split for shareholders of record ;it i l i c < h e ofbusincss on October 5, 2005 and cffkctive on Octohcr -31, 2005. All share and per share h a in the consolidated Lnancial statements have heetl rrttoaetivcly restated to give etfrci i o the stcick split. (:er[aitr reclaasihrations have heeii made IC) prior years' balances to conform i n classifications iised i n 2006. Principles of (:onsolidatinn - Tlic Lunsolidated finaiicial stiiriiicnts include the a i i u i i r i t s ofthc Coiiilmny and thr corisulidatcd accounts of its whnlly-owned suhsidiary, the Hanlt. In addition, r l i r ~ i ~ c u i t r i t s ofthc Bank's wholly owned sdxidiarica, Clovcst Corporation (C:lovvst) and Clovis Securities (hpcrratiori (an inaciive cciriipany), arc included i n 11ir cot nperaiiiig rcsiilts of-Clovest were m i signif accounts and I rmiwtiona tuvc been eliminated i n c.oiiaolidatioti. liilatcd financial stdteiiirnis. The [ i t . AI significant intercotiipariy Use o f Estimates - 'Ihc pi-eparatioti o f f ~ r i a ~ i c i : + l statcments in conl>)rrriiry with accounting principles generally accepted i n the IJtiitcrl States of Aiiieric.1 reqLiirrs management to make esiitiiatcs and assumptions. Tlicsr estimates and assumptions ilic rcportcd amounts o f assrts and liabilities at tlie dale of ilic financial arl;ci statements and the reported anroiirits ofrcvciiues and exprtiscs during the reporting prriwi. Attual rcsults could diffrr I t o t r i thcsc estimates. .itid Cadi Eqitivakts - For rlie piirp(.isc of the statement o f cash Ilows, cash. (:ash due from hanks and I'cdcral funds s o l d are corisidcrcd to be cadi eqiiivalcrits. (hierally, Fcilcral f h d s are sold for nrie-day periods. Investment Securities .- - Tnveittiicnts arc classified into the fullowing categories: . Available-for-ralc sci,iiritics, reported ai Liir v:duc, with unrealized gaitis a r i d Ioascs cxcluded from e;irtiitiga and reported, ne1 of ~ i l x c s , as acciiniulated other cnmprchcrrsivc income (loss) wiiliiti stiarcholders' equity. . ~leld-to-mai~irity sccuritics, which niansgctricnt has the positive iiiirrit anrl ahility ro lrold to maturity, reported ai atriortizcd cost, adjusted for tlic accretion of discounts < i t ~ l artiortization of preniiiims. Management deicrniirics the appropriAte classihtion of its iiivestnirnts at the time of purchasc atid may only change llic rdassification in certain litnitcrl iirciimstances. All rransfer~ bctwccn categories arc actountcrl for at fair V P I I ~ C . Aa of Uecemher 31, 2006 and 2005, all nfthc Company's iliveslnlrtits wcrc classified as available-for-sale a r i d there were t i n tratislicrs bctwccn categories. (%iris or losses on ihe salr ofinvcstiiient seciititics arc computed nti ihc specific identificaiivri method. Interesi carried on investmenr securities is reporiecl i n interest inconw, w t of applicable adjirsiiricnts for accretinn ofrliscounts and amurtimtion of premiutns. 12 lnvestmeiit securities are evaluaied I ; i r irripairrrictit on at least a quarterly basis and more frequently when economic or markei cnnditiutis warrant surh a n ~v:duaiioti to dctcrminc whether a decline in their value is otlier iliati iriiiporary. Matiagemrni u t i l i m rritcria such :is the magnitude and duration of die decline and die itrtcfit arid ability ofthc ( h i p a n y to retain its investment in tlie seciirilies for a period o f iiiiir srrflicirnt 10 allow for an anticipated recovery in fair value, in addition to the rrasntis iitidrrlyitrg tlic allowancc for credit losses quarterly, to include coiisidcration of-the relative risks i t i the portfolio. currelit economic cotrdiiions anrl other factors. T i c allowance is adjusied Iraacrl on that rcvicw if, in the judgtncnt ofthe Audit (:nmmittcc and nianagemrtii, changes arc warran red. ~ Notesto Con so I i dat ed Fi nanc i a I Statements 1 , SllMMARY O F SI(;Nltl(:AN’I‘ A(X:OLIN H N G I’C)LICILS (Cotiiitiued) Efeclive January 1, 2000, the ( h i i p a n y adopted Statement ofl5nancial T t i i h allowance is esiahlished through a provision for credit losses which is charged to expense. Addicions to the allowance are expected to maintain the adequacy of the total allowance after credit losscs and loan growth. ‘Ihc allowance for credit losses at L)cccmLcr 3 1,2006 anrl 2005, respectively, reflects rnanagcmcrit’s estimate of-potential losses in the poi-tfolio. Ratik Prctriisca arid Equipriictit - Ratik ptctniacu” a t i d cyiptncrit arc carried at cost. Depreciation is rlctcrmincll using the straight line mcthorl over the estimated uscfd lives ofthc related assets. 7tic uscfid lives of Rank premises arc estimated to be lrctwccti twctity a r i d furry ycars. Ttic uscfiil lives of improvemerits to Rank premises, furniiiire, fixiures and equilmieiir are esiimaied IO h e iliree I O i e t i y r a r h . I iniproveiiicnts art‘ amortized over the life of tlie m e t or the term of tlie related IeLqe, whichcvcr is shorter. Whcti assets arc sold or otherwise disposed of, the cost and relaird accirmirlaicd dcptcciaiioti :arc rctiwvcd ftotii the accounts, and any resulting gain or loss is recognized in income for the period. l i e cos1 oftiiaitiirtiatiCr a t i d repairs is charged to expense as incurred. ‘Ihe Hank evalilaies prrmises and rqiiipiiiriii for fitiaticial itiipairnwtt as events or changes i n circiiiiisiances indicale i l i a i ilir carrying atriwtit o f s w l r assets may not he fully recoverable. _ _ Goodwill - Business combinations involving the Bank’s acqu interests or net assets of another enterprise give rise to goodwill. (hodwill of $8,‘W,OOO represents thc cxccss of the Cost ofthc Hank of Madera County over the net of tlie aiiioutits assigned [to asscis acquiretl atid linliilirics aasumcd in the transaction accounted for undcr the purchase method o f accouniing. Tlir value ~rfgixidwill i s ultimately derived from the Bank’s ability to generate net eiriiitigs after the acquisition and is tioi cleduciiblr fur tax purposes. A rlcclinc in net earnings could he indic.itive o f decline i n ilir lair vaIuc ofgoudwill and result in impairment. For that reason. goodwill is assessed A I lrasi atiriiially for irripairmcnt. ‘Ihere was no impairment resulting from maiiagrtnrtit’s aasCssrlicilt during 2006 or 2005. Tiitarigiblc Assets - ‘Ihc intangible assets I-epresent the estimated Liir vdue vf tlic cone rlcposit relationships acquired in the acquisition o f I h n k of Madrra C h r l t y itigil>lc is being atiiimiicd by the straight-line method over an esiiiiiaied life of seven years. Managemenr evaliiaies tlir rciovcrability and remaining useful dcterniine whether events or circiiiiisiaticca warratit a revision to the iir tlic remaining period of amortization. l i e r e were nil such r v c t i t s s i n 2006. Aiiioriii.:iii~rti cxpcrisc recognized in 2006 and 2005 was 6L15.000 and $214.000, respectively. 1tici:itrrc Taxes r l i e Company files its income taxes on a cotisolidalrd lrasis with its suhsidi.iry. l i r jlllucation id’iiiconie tax expense (benefit) represenis each rtiiity’a proportionate share c ~ f l l i e conscrlidatctl provision for income tries. 1)eferred tax assets and liahilities arr rccogtiiicd for the tLw consequences o f temporary differences herween ilir rrpmcd atiiounts of assets and liahilities a n d their tax bayis. Ileferred fax asws a t i d liabilities arc adjusted for the effects of changcs in tax laws and rates on the date ofetiacitrirtit. On the balance sheet. net sliarcs outstanding for tlie period. Diluicd ET’S Earnings Per Share - Basic earnings per slrare (ET‘S), which excludes dilution. is cnmirrrirtl by dividing inconic available to c(omiiinii sharrtiolrlcrs by the wciglited- average niiiiiher (rf~~)iritri(:iti reflects the potential dilution [ h a t y [lie shareholders of the Coiiipny. Ttic I’lans do not provide I& ihc scttlcmcnt of awarrla i t i cash and new sliares are issllcd upon option exercise or rcstrirtcd share gratits. These plans are more fully dcarribcd in Note 11. Accounting Standards No. 123(K). JjJarp-HRSr~~f’ayrnrnt (SFAS 123(R)), using the modified prospective application transition mctliod, which rcquirca rcci.igtiii,itig cxpcnsc for options grantcrl prior tu tlic adopiion d a i c rqiial t o lair valur of ilir unvcstcd amounts over thcir rctriaitiitig vcstitig prriiid, I fair v d u c cstitilatcd iri acr.otdaticr with thr original prnv A c ~ u m r i n g f i r Stork. Bawl C 7 u w p r n s h ~ n , arid cutrrpctlaatiorr cost fur all share-based p:aymcnts grantcrl subscqucrit to Jariuary 1, 2006, based oti the grarit rlatc Fair valiirs cstirrratcJ i n arrrd Comnpcnsarion arid f'osrrrtirrmmr Ilrnefir Asprrts ?f Liidursrmmr Splii-Ddhr L!fi Insuwlnrc Arrurr,pnrrrts t + l j t - T h r h 1,iJ Ir~~mriiwt, Arrrrr)~rrnrnt~ In September 2000, the FASB ratified the consensuses reached hy tlie 'Ihsk Force o r i Issue No. 06-4 (EJTF 06-1), A(c-ountirigfir l j r f i w r d Currprrp~nsntiun arrd Pnnrrerrr~nrnt R r 9 4 t Ayrr,ts /! f Erido~,st~mrnt A question arose when an employer enters into an endorsement split-dollar life insurance arrangement related to whether the employer should recognize a liability for the fiiturc benefits or premiums to he indicates that ari cmpluycr shoold rccogn liahility Ibr the heirefir nbligaiintr has tioi endorsement type plicy. An entiiy should apply ilir provisiotrs o f ETTF 06-4 riiher thrnitgh a changr i n accounting principlr ihrougli a cutriiilativc-cfct adjustrnrtrt IC) retained rartriiigs as ofrhr begirinitlg of tlrc ycar o f adoption cir a change in accounting principle ihrougli rrirospeciive application 1 0 all prior prriorls. Tir irlcd to the employee. EI'I'F 06-4 liability for fittitre benefits and that a I srttlccl tliroiigli ttic pirLliasc ofati live L>r fiscal yrars brginning after nt has not yet completed its e v h a t i o n of the Acroruitiricy.fir ~ h 2 r F V t d I q irr rr1yltart)r GxrJ C,brdrrrriion ?f i h ~ F1fici.r ?f Prior Kwr Mjssccrtrrwrit~~ In July 2006, the bASB issued Financial Accoiitiritrg Staticlards Interpretation No. 48 (FIN 48j, Awuiinrkgfir Urirrrrrllinry in Imam, 7;rxr.i - (191 i~rtrr,tmwtion oj'FASH Stmrmrne No. I W FTN 4X clarif;cs the accounting for uncertainty in income taxes recognized i n a n enterprise's fitiariLial statements in accordance with FASB Statemeni No. 109, Accounting for Incomr Taxes. FIN 48 prescribes a recognition threshold and tiieasuretiieiil sratidard for tlic 6riancial statcmcnt recognition and ~iieasureiiieiii of a tax position taken o r expectrd to be taken in a tax return. Fin 48 also provides giiidancc on derecognition, classificarion, iiitrrrst atid pcndtics, accounting in itirrritii periods, rlisclosurcs and transition. The ( h i p i n y prcsetitly recognizes income tax positions based on matragenirtitb estimate of whether it is r e m m h l y possiblr that a liability has been incurred for urirccognizcd income tax benefits hy applying FASR Sr:atcrrictit No. 5 , Accounting for Coni i tigcnr ics. 'lhe provisintrs of FIN 48 will be cffkctivc for the Company on Jattilary 1, 2007 and arc to be applied to all tax p(sitims r p t Only tax positions that meet the more-likely-than-nclr rcl'tlie (:ompay's invcatrrient. necause the dcdinc i t i tnarker valuc is attributable ro changes in intcrcat pales and not credit quality, and hecause the Cornpatry has the ahility anrl intctlt ( 0 hold those investments t i t i i i l a recovery ot'hir valuc, which may he maturity, the C h i p a n y does not consider rhose investments to ljr rrilier-than-temporarily irnpaired at llecembcr 31, 2006. Olher Securities - At Dccctnbrr 31, 2006, the Company's other securities conaists of investment of$1,500,00(1 i n marketable cqiiity sccuritirs and $2,203,000 in equity securities carried at cost. 'Ihe equity sccuritirs carried at cost arc invcsttiirnis in two diffcrctlt triotiey market funds. Nu rvalualioii of impirmcnt is curlsidered iry L>r these securities. TIC Cmipiy's investnients in rnarkrtahle equity ies consist primarily ufati investment in a C M Qiidifird Investment hind. The Company has cvaluaied r h i s investment for irripairtiirnr. 7he unrealizcrl losses on thc Cornparlyb ilivestnient in niarltctabk rc]~ily securities werc caused by ilitet'eSt rate iriirrascs. Rased on the Compariy's rvaltiatioti and the Compny's abiliiy and interit i o hold the investment for a tcasonahle period of time suftkicrit f n r a recovery crfljit. villue, the ( h i p a n y docs 1101 corisider those investnicnts to br oiher-than- wmporarily impaired at nccetiiher 31, 2006. Net unrcalizcd l o w s on availahle-for-sale invcstrricrit srciirities totaling $lCl5,000 and $845,000 are recnrded net of$78,000 anrl $138,000 i n tax hencfit as accumulated other comprclrrrisivr iticotiie within shareholders' equily at December 31, 2006 a r i d 2005, respectively. I'rocccrls arirl grvss realized gains from salca u t cdls nf avvailahle-for-sale investment sc9 50,177 60,183 43,987 24,381) 1 08,024 50,991 48,670 39,9 I 1 $ 290,445 $ . . _ 277,985 . .. ~ Notes to Consolidated Financial Statements .3, AVAI I.ARI.E-FOR-SALli INVBS'I'M IIN I ' S t C l JRlTIES (Continued) 5. RANK PREMISES ANL) IIQUII'MENT Irivrslmcnt securities with amortized costs toralitig $35,624,000 and $27.877,000 a n d Lair values totaling $35.612.000 arid $27,800,000 were pledged to acciirr pihlic deposits, other contractual obligatiotrs, shori-rerni horl-owings and long-term deht at Lkcenibcr 3 I , 2006 and 2005, respectively. 4. I.OANS AND ALLOWANCE 1:OK C:KIIT)I'l' I.OSSES Outstanding loans arc aunitrlarimi a s Ihllows: Lkcembcr 3 I, 20% 2005 (In r h t w i ~ . i i i d S ) Land Ruildings a r d itriprovrtnetits Furriirrrre, fixiures and equipment I .casehold i in provemen ts Less accumulated depreciation and amortization Coni mercial Real estate Ked estate - constrii~ti~)ri, laird developtirelit $ 78,441 $ 149,586 82,978 124,043 Rank premises and equipment consistcrl ofthr following: Decemher31, . - and d i e r l a t i d loans Equity lines of ci-edit Agricul turd Installmerit Othcr Deferred loan fees, net Allowance for credit losses 48,424 21,858 17,102 7.549 454 .~ 46,523 23,604 17,547 7.539 I60 Dcprr<.ciai ioti stad ;amortization included in occupancy and cquipmcnt cxpcnac totaled $948,000, $982,000 and $796,000 fur the yrars cridcd Drcrtrilier 31, 2006, 2005 and 2004. respectively. (7. T)EPOSITS 323,414 302,394 Interest-bcaritig drposiis consisted of the following: $ 318,853 $ 298,463 AI Decemher 31, 2006 and 2005, loans originated under Small Business Administration (SBA) programs totaling $30.745.000 and $27,760,000, respectively, were iticludctl i t ) ~ h r rral csiaic and ctiiiit~rer~ial caiegories. Salarica a t l d ctrlploycc hetref~is inialing $:388,0i)0, $495,000 gild $354,000 have heen deferred zs loan origination costs for the years ended Decrmbrr 31, 2006, 2005 and 2004, respectively. Savings Money market NOW ar 1'011 t~ t 5 Time, $100,000 or inore 'l'inie, under $100,000 (:hanges i n the allowance for credit losses were as follows: Aggregate annual maturitica of time rlcposita arc ab follows Ycar Ended December 3 1, 2001;- -.2005 2004 ( I l l I l l , , l l E . l l l d E ) Balance, beginning of year Provision clrargrd 11:) opcraiinns 1,osses charged to the allowaiice Kecoveries Allowance acquired in mcrgcr of Bank of Madcra County $ 39 9 HOO (721) 39 1 2,697 0 5 1 0 (787) 1 68 751 2.425 (24) 296 . Ralaticc, crid of year $ 3,809 $ 3,739 $ 2,697 lrrrr wrrr no loans cotrsiderrd (1) br itnpairrd a i Drcctnbrr 31, 2006 or 2004. l i e r e were I W O lmatis considered to he inipaired ai Decemker 31, 2005 toralitig $616,000. 'Ihei-e w s no requii-ed valuation allowance for these impaired loans. l i e avenge invcbttricrit in impaired h t i s during 2006, 2005 and 2004 was 5155,000, $776,000 and $36,000, respectively. No iiiieresI iticmie was recogtrizctl I h itripaired loans in 2006, 2005 or 2004. l r e r e wrrr 1 1 0 I O ~ I I S u r i tivtiaccrual at December 31, 2006 or 2004 or interest foi-egone on nonaccrual loans for the p a r s ilien ended. AI Dccetribrr 3 1 , 2005, nonaccrual loans totaled $610,000 and interest foregone on nonaccriial loans malrd $76,000 for the year then ended. (in thousantls): Year Ending December 3 I , 2007 2008 2009 2010 201 1 $ - rh 93,946 5,208 2,97X 1,488 ... 55! 104,170 . - lntcrcst expense recognized on interest-bearing rlcposits consisted of the following: Year Etrdrd Drcrtrrlxr .3 1 , 2006 2005 (In rhoiiwiidE) 2004 Savings Moricy rrlarkct NOW accounts 'I'ime certificates of deposit $ 106 $ 89 $ 2,467 56 3,581 1,500 60 2,237 67 660 51 1 8 1 5 $ 6,210 $ 3,880 $ 1,773 17 ~ Notesto Consolidated Financial Statements Federal Hrr!rlc Loan Hank Advances 'Ihe provision for i i i ~ ~ i t r i c 2004 coiisisicd of the followirig: taxes for ( h e years ended Deccnibcr 31. 21)06, 2005 and Advaticr., From the Feclcral Ilome I . i w i Hank (FH1.K) of Sail Fraricisco at Drtcmhcr 3 J , 2006 atid 2005 consisted of the M o w i n g : 1 'cdcral ~ Srate- - ' h a 1 .- - (In IhoI1sdI1lls) 8. INLOME TAXFS - ~ Amount 2006 ~ - - _____ ~. K x e . W t y 11% -Ai?ioiitii 2005 ~ K l Maturily Date (T)oll.ils i n thuusands) (thIl,m in tIioiis.iilrls) 2,000 2.66% $ - - t'eh. 12, 2007 $ 2,000 2.10%1 2,000 2,6(iOAi ~- Fcb. 13, 20oh Fcb. 12, 2007 2,000 4,oiio -- (2,0(1(1) Ixss s l h - i c r m portion .- - - (2,000) Less short-tcri porlion $ - - - Long-lcrm debt 5 2.000 I.orlg-tcim del,! FH1,R advancca arc secured by investmrtit securities with :unorti,,rd costs toralitrg $16,848,000 and $O,hHO,OOO and tiiarlr i h c ycara cridcd Dcccmhcr 3 I , 2006, 2005 and 2004, respectively. Future rriiriirnurn lcasc payrncnts on noncancelable operatinp, leases are as foll(>ws (in ili~~usaiids): Yrar E i i d i r i g Dcwrlbcr 3 I , 2007 2008 2009 2010 201 1 '1 hereafter 9 3 3 ,01 1 ,080 957 913 ~. !.,506 1:ederal Keserve Reauirenienls - R a n k ~ arc rcquircd t o maintain 1-csci-ves with the Fctlcral Kcscrvc Hank equal to a percentage o f their rrsrrvalrlc rlcpcisits. i i f w i t i reserve balances required at L)cccmher 31, 2006 and 2005 WSI $ Z , h 9 s , o O O and $1,385,()()(), tcapcctivcly. 'Ihc amoiiiit Corrcspondciit Banking Agreemenrs - The Rank riiaintaitis fitnrls on deposit with other tcdcrally insured financial institutions under c(.irr~~~j)(iridctit banking agrccmcnts. IJtiirisurcd deposits totaled $2,075,000 at I)ecemher 31, 21106. Fitiatitriimcnts consist ofcotiitiiitiiietits 1 i i rxlcrid wdit a n d standby letters of credir. l i e s e i t i s t tiitricriti involve, tu varying degrees. elemenrs of credir atid iiiicrcst rate risk in excess of the aiiiniiiii rrn-rgrii/ctl o r i the balance sheet. T i c Rank's exposure to credit loss i n tlie eveiii tii.iripcrfornxincc by the other party for cornmitmciits to extend credii a t i d statitlby Icttcrs of credit is represented hy i.otilTiiitiial amoiint ofthosc instruments. The R:irik iiscs the s m i c credit policies ~ h r i n niakitig ctitntiiittticrits a r i d standby lettei-s n f c r e d i i a s ii duca rbr lvans included on t lir bal:iiicc street. Cotiiriiitrrictits tu cxtciid ircrlit cotraiat pritriarily o f ittifiinrlcrl sitiglc-kmily rcsillctitial a r i d l o a r i a wcrc commercial and real-estcire- related, representing 24.2%) and h X . o % i c)fioi>il I o a t i a , respectively. At 1)ecemher 31, 2005, i n iiiatiagriiirnt's judgmctit, a coriccritration of loans existed i n conitiierci;il l o a t i s a t i d rc:~l-cstatc~rcl~itc~l r)l.7%1 of the hink's Ic)gns wcrc w t i i t i i m i a l atitl rcal--estate-related. representing 27.5%) and ii4.2%) of toid Ioiiiis, respct iivcly. loans. At that date, approximately Although management believes tlie limns wiiliiti ilirac iinI ing Iirarticcs. The Company's ,uid the 13ank's capital atTiCiiints and classification are also suhjeci 10 qu;ilii:riivc jiirlgmcnts by the regulators diniii cotripiricnts, risk wcighrings and other facrnrs. fi-amewot-k for prompt cnrrr~iivc aition. the Bank must 19 1 Notesto l Consolidated Financial Statements 10. 51 IAREHOI.I>EKX' I~,Ql.lI'rY ((:ontinid) Qiiantitacive measul-es established by regulation to cnsiitc iapi~al adequacy rcqiiirc the Company and the Hank IO tnaintain minimum arTiotinIs and ratios of total arid Tier 1 capital to risLwcigli~rd assets and of'ricr 1 cayical to average assets. Each 01' these components i s r1cf;ried i n the 1-egulations. Management believes that the Cotnpany and the Batik tireri all their capital arlcqiiacy requirements as of Dcccnibrr 31, 2006. In addiiinn, the most rcccnt nutilicaiion from the IiDIC categnrized the Bank as wcll capiialized under the rcgiilatory frlmework for prompt correcrive action. To be categorized a s wcll capitalized, the Rank rillis( mainrain minimum total risk-hised, 'l'ier 1 risk-based atid Tier 1 leverage ratios as ser forth below. 'Ihcrc arc r l n conditions or cvcrits sitice that notification that rrlatiagenient believes have clranged the Bank's i l i e period from October 23, 2006 toJune 30, 2007. hs ofDecember 31, 2006, the Company had repurchased 26,200 shares at an avcragr price of $15.08 fur jl r o d cust or $395,000. Earninas Per Sharg - A reconciliation uf tlir tiuiiieratoi-s and dcriotninators of the basic and &luted earnings pcr shatc computations is as f d o w s : 2006 Yrar Ended Ilecembcr 3 1, 2005 (hi rlianiiwiids, c x q t allarr ,ind per qharc ilrnouiils) 2004 Basic Eartiitigs Per Share: Nci iticonie $ ~ 6,9l 1 $ ~. ~ 0,044 $ . 3,095 zmi1 __ 2005 Weighted average shares oiitstatiditig 5,978,314 5,844,l 10 .~ -.5,253,658 ~ - Aniounr - Kxiu Amounr ( I h l l a r s i n thounndr) Katiu Net income prr slim. $ -~ I 16 $ ~ 1.03 $ 0.71 Tier 1 Levcrarc h t i u Central Vallry Community Bancorp 3rd Siihsidiary Minimum rrgolatory requirement Central Valley C:ommunity Hank Mini iri i t t i i requirement for " Well-Capitaliwd" ins1 i t uiioii Minimum regulatory requirement Tier 1 Kisk-Based Capiral Ralio Central Val1 cy Co 111 ni 11 n ity Bancorp and Sobsidiary Mi 11 i iiiuin regulatory requirctricti t $ 39,864 $ 18,907 8.41% $ 31,767 4.00% $ 18,572 (1.84% 4.00% $ 39,045 8.24% $ 32,493 7.00% $ 23,703 9; 18,965 5.OO%i $ 23.204 4.00% $ 18,563 5.00% 4.00% $ :39,X64 $ 14,530 10.97% $ 31.767 l:3,719 4.00% $ 9.26%1 4.000h ~.htril Valley (:ommunity Rarik Minitirum requirement for "Well-(:apitalized institution Minimum rcgiilatury rcquireriient 6 39,045 $ 21,852 $ 14,568 10.72% $ 32,493 9.4 8%) 20,572 6.00% 4.00% $ 13,715 6.00%) 4.00% Twal Risk-Based (:spital Ratio Central Valley Community Bancorp and Siihsidiary Mi t i i tniiiii regulatory rcquircmcnt Central Valley Cornrriutiiiy Rank Minimum ruquircrnrtii for Well-Capitalized" institution Mininium regulatory rcqiri retiirti I $ 43,673 s 29,073 12.02% $ 35,106 8.0094~ $ 27,437 10.24%) 8.00% $ 42.854 11.77% $ 35,832 10.45% $ 30,419 $ 29.135 10.00% 9 34,287 8.00% $ 27,429 10.00% 8.00%) Dividends ~ 7 h c ( h i p a n y did not pay any cash divirlcnrls iti ZOO6 nr 2005. O n May 19, 2004, the Hoard ofL)ircctors rlrclared a $05 per share cash dividend L>r shareholders of record a s ofJune 'I, 2004, Id on or about June 30, 2004. 'Ihe Company's prinrary snurce of income with which to pay cash dividrnds is divitlrrlds Crcrtn r h e Rank. 'Ihe California I'inancial Cudc resiricts the total aniount of dividends payable by a bank at any time withoiit nhaining the prior approval of the (hlifornia Department of Firlatlcial ltis~iiutions to the lesser of (I) the bank's rrLained earnings or ( 2 ) the hank's net iiicniiie for its last three fiscal years, lcss distribuiions made t o slrarchnlders during the same three-year period. A t Drcetiiher 31, 2006, rctainctl cartrings o f $16,199,000 were free of such rcstrictiuris. Share Repurchase Plan - During 2004, the (:ompany approved a stock rcpurchasr plan authori>.itig t h e purchase of shares of thc Company's ciirnri1im s~irck t i p to a total cost of approximately $500,000, or approxitiiatrly 2% of its outstanding shares of common stock. As of- r)rcrrd>rr 3 1 , 2004, the (:onqmiy repurchased 18,000 shares ai an average price of $11.83 for a total cost of 5213,000. On Ortobrr 20, 2004, the Company's Board of Directors suspcntlcrl the stuck rrpurchase program. h r i t i g 2006, rhe Company approved a stock repurchase p h i authorizing the purchase of shares of thr Company's coninion srock up to a total cost of approximately $ l , o o O , ~ or approximately 1% of its outsranding sliarta nf cntiiiiron srock during 20 IMuted Earnings Prr Share: Net incorric $ ~. 6,911 $ ~ . .~ 6,044 L. 3,695 Wciglrwd average shares outstatiditig 5,978,314 5344,l 10 5,253.658 hffcrt ofdilr~iive stock options 500,595 571,298 585,252 - ~ Weighted averagc shares of comrnun wick and comnioii stuck equivalents Net income per diluted Sh.lle 6 . 4 7 8 . m ~. 6,415,408 5,838,910 ~- 1 07 $ -~ 0.94 $ ~ ~ 0.64 I I. SHARE-LIASLL) (.:OM PENSATION The 1992 Stock C)ptiori Plan reserved shares for issuaticc m employees and rlitcctnrs titicier incentive and nonstatuiory agreements. The Curnpatiy assumed all obligatiotis iinder this plan as of Novemher 15, 2000, and optbris (1:) piirchase shares ofthc Company's coriitiioii siock were substituted Lw nprinns to pui-chase shares i:~fcc)iiiiiion stock o f t h e Rank. Outstanding optiuris r i d e r this plan are cxcrcisd)lr m t i l their rxpiration, however, no new uptintis will he granted iinrlcr this plan. The Ccntrd W c y (3omniunity Bancorp 2000 Stock Option l'lm has 899,834 shares rcriiaitiitig ~s resewed for issuance ILr options already granted to criiplnyees and rlircctcrrs under incentive and nonstatulory agreements and 73,416 rrniaiii reserved for Ciriiire grants. 'Ihe plan requires thai the option price may r market value of the stock at the date the option is granted arid lliat the option price must be paid in f ~ d l at the iitiie it is exercised. %e optii:)trs under the plan urpitc otl dates determined by die Roard of Directors, but not later tlwn ten years from t h date nfgrant. 'Ihe vesting period is drterniined by the Ruard or Directors and is gCncrAlly over five years. be less than the fiir ~ ~ t 'Ihe Central Valley Community I h c o r p 2005 OtIinibus Incentive I'lm provides for awa& in thc form o f inceniive stock options, nun-statrrtcrry stock options, stur-k apprcciatiiiri righis, and restricted stock. Tic plan illso allows for performance awards that I T U ~ bc i t ) the form of wsh or shares of i h e C:ompany, including restricted siock. l i e m;lximum numbcr ofsh:rrc:s thal can he issued with respect to all awlrds under the plan is 476.000. l i e plan requires that thc exercise pir-c rnay tior he less than 100% uf the fiir market valrie of the stock at the date tlic option is gcinted. and that the upinti price rriiist br paid i n full at the time it is currcised. l i e options and a w d s under the plati expire nii dates determined by the Roard of Directoi-s, but not later tlrarr 10 years from the date of grant. The vesting period for the options and o p h n related stock appreciation rights is detctmiricd by rhe Roard of Directors and is g c r d l y over five years. There have been no grants nlailc d e r this plan. I Notes to 1 Consolidated Financial Statements I I . SHAKE-DASLL) COMI’I*.NSA I’ION (Cutititilied) 12. OTHER EXPENSES A surrltnary d i h e comhined activity of die Plans for the years cntlcrl Olher expenses consisted of thc following: Deceniber 31, 2004,2005 aid 2006 fbllows: Weighted Avenge Numher of Exercise Stock Options ..-. Price Outmnd& . (dollars in thousandi, cxccyi ycr allarc amuui1ls) Weighred Avei-age Kemaining Contractual . ‘lerni (Years) ~ Options outstanding d l jaliuary 1, 2004 1,131580 $ 4.64 Options granted Optiiiii~ cxercised Options cancelled 1.000 $ (77,880) $ (1,840) $ 11.30 4.04 6.34 Options outstanding at k c t n l x r 31, 2004 1,052,860 $ 4-69 Opiirrtis granted Options exercised Options cancelled 156,300 $ ( 1 11,980) $ (11,890) $ 13.50 4.08 8.86 Options outstanding at December 31.2005 1,085,290 $ 5.97 Options granied Options cxcrciscd Options cancelled i5,oon $ (172.036) $ (28,420) rh 15-50 4.27 6.15 Options outstanding a t 1)ecemher 31,2006 Options vested or cxpccrcd to vest at at December 3 1,2006 Options exercisable atDcccrribcr 31,2006 879,834 $ 6.45 5.00 $ 7,561 867,767 $ ~ 3 7 6.33 6 7,368 724,734 $ 5.13 6.01 $ 7,054 . . .. The wcightcrl-:ivcrage grant-date fiir value of options graited during 2000, 2005 and 2004 was $4.34, $3.28 and $4.80, rcspcctivcly. ‘Ihe total intrinsic valiie o f optintis exercised i n rhc years ctidcd 1)crcrnlcr 31, 2006, 2005 a i d 2004 WJS $1,700,000, $742,000 and $518,000, respeciively. Caqh received horn options exercised for the years ended Drcember 3 1 , 2006,2005 a i d 2004 wil( $735,000, $458,000 and $31 7,000, rrap<.r tlic years ended I>ecetribcr 31, 2000, 2005 ilnd 2001 tolaled $ 1 17,000, $90,000 and $8'5,000. respectively. 14. I . O A N S '1'0 RELATED I'AKI'ILS Lhi-ing (he tiormal course of hiisiticaa, the Hank enters ititu loans with relared parties, incluiling cxccutive ntficers arid directors. l i r s r loans are made wiih siibstantially i l i c aamc terms, includitig rates and collateral, a s loans to uiirel;ited parties. 'Ihe following is a summary i:iftlrc aggregate aciivity involving related p r r i y Iwrrowci-s (in thouSatidi): Ralaticc, January 1, 2006 Uis hursrtricrits Amounts reps id LJnrlisbursed commitments to relared parties, Dcwmber 31, 2006 15. <:OM I'KCI ILNSIVE I N W M L $ 447 565 ( 5 IO) $ - - 2,042 Comprehensive iiicotac is a more inclusive financial reporting methodology that inclurlcs disclnsiirc- ofvthcr comprelrrtisivc income (loss) that historically h a s r i l l t I>CCII recognized i n i h c ialculation o f tiri income. 'Ihe ( h i p a n y ' s only soiircr of oihrr romprehensive iticc)inc (loss) is unreali;.cd gains and Iosars on the C:ompitiy'a availahle-f~r~sale componenls uf accumulated ot Ircr roniprehensive itlcomc (loss) are prraentcd in the consolidated siairtricnt of changes i t r shareholders' equiiy. investmeni accurities. Toral cornprchensive iiicotrir- and the 22 I3 e fo 1-e 'I& - - - FdX (F.xpciisc) Rrnrlit (In rhoiimihls) After 'l'k - - For the Yrar Fmlcd L)ccember 31. 2006 Other cnmprehetisivc incomc: Clnrealized hirldi tig gains: Less reclassi fica I io t i adiustment h r trei gaitla itrcludcd in net income Total other comprehensive income $ 773 $ (303) $ 464 (1 23) 49 -- (74) .- - $ ~- 650 $ (260) -. $ . 390 .- Por-th Year Lnded Decetrihvr. '31, 2005 Other cntrrprchcnsive loss: 1hirc.ilizrd lrolrling losses I.ess rcr-lassification adjust iiirtit for net gains included in tirt income $ (1,315) $ 5 1 3 $ (782) 92 - (37) 55 r , Iota1 other comprehensive loas $ ... For the Year Enrlcd Ueceiuher 31 ..20o/l (1,407) $ - .~ 5 7 j $ (817) Other comprehensive loss: LJrirca1izr.d holding lassrs Its% reclassification adjiisrrricnt for net gains included i t 1 net income 'Ibtal other r vmprchensive loss $ (607) rh 133 $ (474) 483 ( 1 6 4 ) 31? -_ $ (i,oso) $ -. 297 $ .~ (7'13) IO. DlSCl C)SCIKES A B O I I T FAlK VALUE O F FINAN(:'IAL INSTRIIM UN'I'S r)isclosurcs include cstitriatcd fair values for Ltiancial instruments for which it is Imtiitablc to cstimare h i r value. 'Ihese estimaies arc made at a specific pvirit it1 time hased cin relevant markei (lata and inforniation about the financial iiisiruiiirrits. 'Ihese estitiiaics do not reflect any premium or discoiini tliat could I-esult from offiring the Cotripany's cntire holdinga of a particular financial instrument for sale at one time, t i u t do they attempt 11.1 rstirnatr the value ofatiticip:d future husitics, related to the ins1 rumcnts. I n addition, the txx ramificaiiotis rrlatcd to the rcalizaiicm of unrealized gains and losses can liavr a significant effect (>ti fair valuc estittiaLcs and have not heen considered in any of rticsc estimates. Recause no market exisis fur a significant poriiori ofthe Company's liriancial instriimrtits, fair value estiiiiaica arc based on judgtricnts regarding ciirretit economic conditions, risk characteristics o f Yariws financial itisirirtrlciits and other faciors. Thcsc cstim.iies arc subjective in tiaiiirc arid involve uncertaintics and matters o f sigtriLc-ant jiidgineni a r i d tlictcfore ciinnot he determined with pr in assiltii pt ions could sign i firs ti tly affect the hi r values presented. 'Ihe followiiig rwthods and assumptions were used by the Company 11.1 rsirnatc rhc fair value o f its firlancial instrumrtits at L)ecemher 313 2006 and 2005: Gj$i atid cash equivalcta - l'or cash a n d cadi cquivalenis, rhc carrying atrioiiiii i s estitriatcrl to he fair vduc. ... -. . .- I Notesto I Consolidated Financial Statements . .. .. 16. L)ISC:I.OSIJRES AKC)Il'f FAIR VALClI, O F FINANCIAI. I NSTRIIMEN'I'S (Continued) r bjy& - For availablr-l?rr-sale iiivcstrncrrl securities and intcred>earing Availablc-furrs~le investment securities and intencar-braline~~ri~ig deposita U dcpnsits i n other banka, fair values arc baacrl on quoted market prices, wherc ;iv;aiJakle. If quoted marker pi-ices arc not available, fair values :Ire estimated using quoted market prices for similar sccuriiies and deposits arid itiiiications of value providcd b y brokers. l.nalls - For variable-late loans that reprice frequently with no significant changc i n credit risk, Lair valires are based on carrying values. Fair valuca for other loans arc cstirriatrd using discounted u s l i llow andyscs. using ititrrest rates being offkrcd at cach rrpnrring date fbr h r l s wiih similar tcrms tu burrowers of co1iipar:iblc credicworthincss adiostrtl Tor die allowancc for uctlii losses. 'lhe carrying a r r i o w l of accrued interchi receivahle a p p x i m a t c s iis fair value. Rank owned life insur:rtir:c - l i e fair value ofbarik i:rwneii life insurance policies is hased on cash siirrcridc-r values at each rcpurtirig dale a s provided by the insurers. -. Fc~lcral Home Loan Bank stork - Tic carrying aiiiount of-lkrlcral Home I m n Uank (FH1.R) stock approximatrs fiiir value. 'Ihis investment is i a r r i e i l ar cost and is redeemable at par with ccrrain restrictions. u g s i f i - The fair values fur h i a t i d deposits are. by definition, c q d to i l i e aiiiount payablr on demand at the reporting dale represented by thcir carryitig amount. Fair values for fixed-ratc ccrtiticales oT deposit x e cstinxitcrl iiairig a discounted cash flow analysis using itiierest rates being offkrcrl at c:iclr reporling date by the Bank for trriilicates with similar remaining triatiirilies. Tne carrying amount i.)fau:rurd interest payable approximates iis Fair value. Drceiiiher 3 I , 2006 Fair Milue - Arrrount . Drceiiiher 31, 2(1(15 Fair Vdiie Carrying C a r ryi iig A tiiount (In Ihorls.lnds) $ 25,898 $ 24,21 H 23.898 $ 24,218 22,165 29.830 $ 22,165 29,830 32' 323 !I 1 8 918 103.922 318,853 103.922 319.248 105,592 298,463 105,592 298,261 0,146 1,891 6,146 1,891 6,725 1365'1 2,508 2,508 6,725 1,059 2,232 $ 440,627 $ 438,848 $ 430,989 $ 429,153 3,250 3,250 59 1 59 1 3,250 3,250 394 3,250 3,144 as4 ~ Financial asseta: Cash and due frombanks Fcrlcral I.iitids sold Intctcs~-hearing dcpusits in othct batiks Available-fur-sale iiivcstrricri t sccu tit irs Loans Rank owned life i iisurancc F1 ILK StC)Ck Accrued in tcrcw rcccivahle Deposits Short-tertii borrnwings Lung-term deht Acr riled interest payahle 17. I'A2RF.NT ONLY (:ONL)IINSI:,I) I:[NANCIAL SIAI'BMI'N'I'S Shurt-tcrt!i knrrnwines and dcbt ~ The Lit w111es o f fixed-rate borrowings arc cstitriaied by discounting thcir fiiturv cash llows using rates at each reporting dale for similar instrumcnta. CONDENSEL) Uhl .ANCF, SHEETS r>eceiiiher .3 I 2006 and 2005 (111 111011E.llldE) (:ommitmcnts tu f;mrl luanslstandby letters of credit - OH;-lralance-sheer cnniiiiitnients to extend u c d i t are priinarily for adjustable rate luatls atid Ieliers of credii. l i e fair values ufcuniniirtiieir(s are estimated using the fees Iurretrily charged I O enter into similar agrccrrictiis, iakiiig into account the remaining tcrtns o f ~ h e agreements and the ~ J V S ~ I I I credinvorthiness of the countcrpariirs. l i e diferetices bcrwccri thr carrying value of commitments tu firrid Iiralrs or standby letters of credit and [heir fair value arc nut >igriilk:atii and, therefore. not includcd in the fiillowiiig table. ASSETS Cash and rash equivalents liivcsrmcnt i t ) subsidiary Other a s s r t s 'Ibtal assets 2 0 0 6 2005 $ 1,477 $ 48,959 ~. - 794 1,205 42,240 h 3 9 1.IARTI.ITIES ANL) SHAKE1 1OLL)CKS' EOUIT_Y Liabilitica: Sliurt-term d e b Long-term i I i I ies Shareholders' equity: Cunimun S ~ C K k Kctaitlrd cartiings Acclimulated other comprchcnsivc irimrile, net of raves 14,007 35,888 13,053 28,977 (117) (507) 'Ib tal sharchol iI c rbl eq ui t y 411,778 41,523 '1 ntal liahilities and sharchulrlcrs' eqriiiy 23 ~ Notesto Consolidated Financ ~ al Statements I'AHEN'I'ONLY CONI)ENSI*.r) FlNAl 17. (Cutit inucd) C I A L S J ATLMbN 1 S lncutne: nividcrids declared by sulsidiary - eliiniriated iii consolidation $ 1,000 $ - $ 593 Other income 1 1 fix penses: Professional fcrs Other expctises 7 2 516 106 500 378 ~- -- -- 96 Total cxpenscs 474 ~- -- -- 600 588 413 (605) 1 10 -- 6,342 6,438 3,419 6,755 5.8.3.3 3,538 -- 156 -- __- 21 1 157 $ 6,!)11 6,044 $ -- -- !h 3,695 Income (lois) bcfure equity in undistrihuted iticoinc or subsidiary Equity i n undislrihutctl net iticoinc or subsidiary Incomc heforc iticonic tax benefit h c n m e tax hencfit Net incorne 24 1 Notesto Consolidated Financial Statements 17. I'AkFNT ONIY C0NI)ENSEL) FINANCIAL, M t . N 1'5 (Continued) CONL)I:NSI'O S'IXI'tMENTS (OF C A S H FLOWS 1 (In thousands) rhr Vc;irh F.~~(lc(l D c c e m h e r 31. 2006. 2005 and 2004 ~ , (:ash flows fi-om operating activities: Net income Adjustments to reconcile net income to net cash provided by oprraLing activiiies: IJndisrrihuted net income of suhsidiary Stock-hased compensation 'h bcncfit from cxcrcisc o f brock optiotia D c u r a s c (iticrrase) i n other assets Incrmse (decrease) in other liabilities Provision for rlcfcrrcd inrornc taxes Net cash provided by financing activities Cash flows provided by (uscd in) investing activities: Investment in subsidiary Cash flows from financing activ I'rocccrls from borrowings Rcpaymctm o f borrowitrgs frotri oilrcr f;rratrcial itisiitutioti Share repurch~se and rerirement Proceeds from exercise of stock options 'lix bcncfit from cxcrcisc of stock options Cash piid for dividends Net cash (used in) provided by financing activities Increase in cash and cash cquivalcnts C . M and clsh eqtj i va I en t s a I hrgi t i ir in g n f year (:ash and cash rquivalrnts at end of yrar Cash paid during the year for interest cxpcnsc Nowcash invesring activities: Net change in unrealized loss on available-for-sale investment securities Fait matkct value of currirrion stock issued in acquisition of subsidiary Nntr-cash li tiairci rig activit its: T a x b r t i r h frotri btork optiotra cxctcibcd 2006 2005 ~. 2004 - $ 6,911 $ 6,044 $ 3,005 (6,342) 163 (451) 4.30 132 (134) 709 22 (1,250) (3%) 735 1 5 1 (459) - 272 1,205 1,477 161 650 - 451 $ $ $ $ $ (6,438) (3,419) (173) 792 (51) 174 ( I 43) (310) 47 (136) (309) (2,000) 2,500 (213) 317 143 (263) 2,484 36 1 458 173 63 I 496 709 1,205 153 ( I ,407) 6,079 173 $ $ ( I ,090) 143 $ $ $ $ $ 25 . Report of Independent Registered Public Accounting Firm ~ ‘Ihe Shareholders and Hoard of Directors Ccn tral Valley Cornmimiry Hancorp and Subsidiary We llavc audited the accompanying consolidated halance sheels of‘ Central Vnlley Chrirniinity h n c o r p and subsidiary as of I)ecemt)er 3 1, 2001; and 2005 and the rclatcd consolidated stxtetnenis of income, changes in shareholders’ equity and cash flows for each of the years in ihc three-year pel-iod ended Dcccmbcr 3 1 , 2006. %est. consolidated financial statrrnciits arc the responsibility of the Company’s management. O u r responsibility is to express an opinion on lhcse consolidated finaricid statcmenrs based on our audirs. We conducted our audits in accordance with the staridards of the I’uhlic Company Accounting Oversight Board (United States). lhose standards require tllat we plan and perform the audits to obtain reasonat)le ;issLirmcc about whether the corisolidarcd fi nancial slatciiients are free of rnaierial misstatement. An audit includcs examining, on a test \)asis, cvidcricc s u p p m i n g the arriounts and disclosures in the consoliclatcd fi nancinl statements. An audit also includes assessing the accounting principles used arid significant estimates niade by nianagemcnt, as well as evaluating the overall financial statement presentxion. We believe that our audits provided a reasonable basis for our opinion. In our opinion, the consolidated financial siaicnicnts referred to ahove present fairly, in all material respects, tlir consolidated financial position of‘ Central V;dley Community Baricorp and subsidiary as of December 31, 2006 and 2005 and the corisolidarcd results oftlieir operations and theit- cash flows for each of rhc years i n the three-year period cridcd Decemhet- 31, 2006, in confortniry with accouriiing principles generally accepted in the United States of America. Sacrarncnro, California March 14, 2007 26 ~- I Selected Financial Data ‘l‘otal interest iiicoiiie ‘Intal interest expense Net interest iricurnc bcfurc ptuvisiuri fi,r credit losses I’rovision for credit losses Net interest iiicoiiie after provision for credit losses Nun-interest inconic s $ 30,932 0.559 24,373 800 23,573 5,177 ........ 28,750 18,511 10,209 3,298 ~-~ 26.070 4.1 30 21,931 510 21,421 4,009 25,430 16,0& 9.388 . _ 3,344 Nrt iticotiir Basic earnings per shat-e 1)iluted earnings per share G s h dividends rlcclarcrl per common share $ -().“I I $ rr 1.16 _- ... $ 1.07 $ $ 9; .R 16,799 I ,078 $ 14,970 2,200 12,680 14,516 2,728 1 1,808 - - . . 14,821 4.084 18,905 _ .- . 13,266 5,639 1,044 . - __ ._ _ 6,044 s 1.011 rr 3,005 0.71 $ rc _ 12,680 _ - 4,559 17.239 12.368 ._ -. 4.871 1,4‘)L! 11,808 4,226 16,034 12.002 4,032 .. ._ I .24g 3,372 $ 2,784 $ 0.65 .- _ . 0.54 0.94 $ 0.64 - 9; 0.00 $ 0.51 rt 0.05 $ 0.03 1)ecemher 3 1, (111 I I 1 C ) U S i l t l d S ) Investment seciiriiies, FrJeral I ~ ~ i i i t l a sold and deposirs in oilier hanks Nct loans Tutal clcposits ‘lbtal assets Sliarchuldcrs’ equity Earning assets Avci-age halaiices: Tnvrit t n r t i i ac~~iritics, I’cdcral fiunck sold atid deposits in uthcr banlts Net lams ‘ l i d deposits ‘Ibtal assets Sharcholders’ equity L‘e 1-11 i iig nsserc s $ 128,463 $ 318.853 440,027 500.05? 43.778 453,21 1 $ 1:5(;,.54o 208,463 430,980 483,677 41,523 440,646 1 2 7 , ~ 5 B 206,582 326,l 86 368, 147 29,hOh 3an.032 107,atiti $ I x3,n/iL) 290.565 327,930 26,720 292,494 95.901 156.293 246.337 283,006 24.099 251,895 L O O b 2005 2004 200.3 2002 $ 125.702 300,591 414,310 470,221 4 5 ~ 564 43 1,308 $ 135,670 274,348 407,188 455,680 38,i)91 414,257 $ 1 I5,OW 192,658 307,455 346,117 28,203 51 1,456 101,222 $ I72,3 I O 270. I59 m,wi 25,484 275,846 74,111 146.264 212,029 148,948 22.604 222,067 27 Management’s Discussion and Analysis of Financial Condition and Results of Operations . . .. . .. , .. Unaudited Qixiricrly Statcmcnt of Operations Daia (Ihllars i n thousands, cxccpt per share data) Nri iriicrcbt income I’rovision for loan arid lrasc losscs Ncrti-intcrcst income Nori-iritcrcst expenses Income heforc provision for income [axes I’rovision for iticonic taws Net income Per share: Rasic carnings per share I3iluted earnings per share $ $ $ $ 0 4 ~ 0 0 6 (2.3 2l)l)h Q2 2000 (21 tOOh Q1 2005 (2.3 2005 _ . _ l - Q 2 2005 0 1 2005,-.. 6,259 $ 200 1,679 5,067 2,671 528 2,143 $ 6,104 $ I00 1,295 4,631 2.668 999 1,669 $ 6,045 $ 100 1.146 1.446 2,645 976 1,669 $ 5,965 $ 400 1,057 4,397 2.225 795 1,430 $ 5,945 $ 500 1,002 3,880 2,567 899 1,668 $ 5.592 $ 10 1 ,ozn 4,021 2.58‘) 940 1,649 $ 5,357 $ 5,037 1,074 4,040 2,191 x5x 1,533 $ 90s 4,101 1,841 647 1,194 0.36 $ 0.33 $ 0.28 $ 0.26 $ 0.28 $ 0.26 $ 0.24 $ (1.22 $ 0.28 $ 0.25 $ 0.2n $ 0.26 $ 0.20 $ 0.24 $ 0.2 1 0.19 M A N A G F , M ~ . N 1”s i)isCussIoN A N T ) ANALYSIS Managemcni’s diarrrsaion and analysis shndtl be rcad in conjuiic[ioti with the Corripany’s audited Consolidated Financial Statemrnis, including the Notes ihrreto. Certain matters discussed in this report constitute fonvnrd-looking stateiiients within the meaning o f t h e Private Securities Litigation Reform Act of 1005. All statements contained herein that arc not historical facts, such as statements regarding the Company’s current business strategy and the Company3: plans for hiture developnietit and operations, are hascd lipon current expeceations. Thcsc statements are forward-looking in nature and involve a number of risks arid uncertainties. Such risks arid uncertainties includc, but are not limited to (1) significant iticrcascs in conipetitive prcssiire in the banking industry; (2) the impact of changes in interest rates, a declinc in economic conditions at the intcrwational, national or local level on the Cottipmy’s results of operations, the Company’s ability to continue its internal growth at historical rates, thc Company’s ability to maintain its net interest margin, and the quality of the Company’s earning assets; ( 3 ) changes in the regulatory environment; ( 4 ) fluctuations in the rcd cstate market: (5) changes in business conditions and inflation; (6) changes in securities markets (7) risks associated with acquisitions, relating to difficulty in inlegrating combined operations and related negative impact on earnings, and incurrence of substantial expenses. ‘Ihereforc, the information set forth in such forward-looking statements should be carefully considered whcn evaluating the business prospects of the Company. When the Company uses in this Annual Repott the words “anticipate,” “estiniate,” “cxpect,” “project,” “intend,” “commit,” “belicve” and similar expressions, I he Company intends to identifj. fonunrd looking statements. Such statenleiits arc not guarantees o f pcrformance and arc subject to certain risks, uncertainties and assumptions, including those described in this Annual Report. Shorild one or more o f these risks or unccrtainties materialiw, or should underlying assumptions prove incorrect, actual results may vary niaterially from those anticipated, estimated, expected, projectcd. intended, committed or believed. l i e fiitrire results arid shareholder values o f t h c Company may differ materially from those expressed in these fonvard looking statements. Many o f the hctors that will rlctermine these rcsults and values are bcyond the Company’s aliility to control or predict. For those statetncnts, the Conipatiy claims the protection of the safe harbor for forward looking statements contained in the I’rivate Securities Litigation Reform Act o f 1335. Central Valley Community Raticorp (NASIIAQ CVCY) (the Cotripany) was incorporated i:iu February 7, 2000. The formarinn of the holding c-oinpany o f f k d the (hrnpany more flexibility in meeting ihr long-term nerds ofciistomers, shareholders, a i i d the conimutiiiirs it scrvcs. ‘Ihr Cvrnpany cunenily has one bank subsidiary, ( h t r a l Valley C:ommrrtiity Bank (the Rank). The Coml~ariy’s market 28 a r r a iricludcs the Central Villcy arc:* from Sacramento, California to Bakersfield, (:aliTornia. Afier i l i c close of business on nrcrrribcr 31. 2004, the (hiipatiy cornplctcrl the merger with Rank of Marlcra County (RMC). The Madera and Oakhtrrst branchcs of UMC were merged into the Bank. For deiails ofrhc mergei-, refer to Nntc 2 to the Company’s audiied Consolidated Financial Staierncnts. During 2006, thr C h i p a n y focused on assuritig competitive products a r i d acrviccs to OUT clienis werr tiiarlc available while adjrrsting to the many new laws and rrgulations that affect ihr Gariking industry The Rank opened full service rerail offices i t i the I’rcsno downtown area on February 1 3 , 2006 arid in thc Sunnyside area of Frrsriu on November 13, 2006. h i r i n g October 2006, rhc Company consolidared iis administrative offices inio a single location on Finaricial h i v e in Prcsno and opened a litiiircrl service branch tlierr, bringing the total niiinbrr vf hrarlcllcs to 12. ECONOM IC CONL>ITIONS h s n o County’s rcoriomy has been relativrly stable for the p x t rhrrr to four years, but during 2006, the local ecannmy has shown signs of slowing. Most iridustrics i n the Cnirtiiy arc cithcr stable or contracting very modesily. Frcsno Coiitity’s iincmployment ratc has historically heen otic of-the highest recember 31, 2006 were $500,051J,000 compared to $483,677,000 ar Drccriibcr 31, 2005. k t i i r n on average equity for 2006 w a s I 5.17% compared to 15.63%1 and 15.10% h r 2005 anrl 2004. respectively. Return on average assets for 2006 w x 1.47% coiiip"red r i ) 1.33% a t d I . W % for 2005 and 2004, resprc[ivcly. Total cquity was $49,778,000 ai Decrnibct 31, 2006 compared to $41,523,000 at Lkcemher 31, 2005. 'Ibtal loans continued ro grow dtlritig 2006. Average total loans increased $26,219,000 01- 9.44%) in 2006 cotiipilrd r o 2005. Assct quality continues IC) he of $800,000 compared strong. In 2006, we recorded a provision for credit Iiad tiri t i o n - : ~ ~ r ~ i a i to $510,00iI Ihr ZOO5 and nunc in 2004. ' h e (:om loans at 1)ecemher 31, 2006 cotripatcrl to two noii-accrual 10atis rcrtalitig $616.000 at Uecemher 31, 2005. Ner charge-uffi for 200(1 were $330,000 cotnp"rcd to $619.000 for 2005 and tiet rec(.~vrrics of$272,000 for 2004. Refer I I I "Asset (&ality" below for further information. We hat1 ric) other I-cal estate owned at either Decrtirbcr 31 2006 or 2005. Kry l~actors iii Lvnltixing Finatici;il Coridilion ;ind Operating l'erforiiiaticc As a priblicly traded community hank holding c.orrlpany, we focus on severil key factors including: - Return to our stockholdrrs; - Return on average assrrs; - Lkvelopment of core revctiiic streams, including net ititerrst inwnic and non-interest iticotiie; Asset quality: Assei gr~.rwtti; and O p e r ~ r i rig c&cicri< y. Return to Our Stockholders O u r rrturil to our stockholders is measurrd i t i the form of I-eturn on avrragu equity ("ROE"). (Our net incomc for the year ended Dcccmbcr 31, 2006 increased $867,000 compared to increases ol'$2,349,000 and $323,000 for LO05 and 2004, rcspcctivcly. Net income i n c r r d triainly rluc to an increase in tirt intucbt income provided by the increase in inreresl ratcs atid the additional loan volurnc from the 2005 RMC merger and our own organic growth, and increases i t i riori-interest iiicc)nic. This incrcasc was partially oflie1 b y ari in<-rcasc in interest expetihi:s, addition to the provision for rtcrlit losses, and operaiitig cx rnscs. Basic EI'S 9' incrcascd to $1.16 for 2006 cornpared to $1.03 and $0.71 tur ycars ended 2005 d to $1.07 for the year endctl 2006 and 2004, rcspcctivcly. L)iluted EPS iiicr $0.94 and $0.64 for years ended 2005 anrl 2004, respectively. Tlic compared ~ i r increase in EPS w;is dire prirriarily to the increase i n tier iticomc, partially otket hy the increase i n ~veragr shares outstanding a result of the mcrgcr and the exercise of stock options. Our ROE w a s I5.17'Yu for the year endrd 2006 compared to 15.63% anrl 13.10%) for rhe yrsrs ctirlcd 2005 and 2004, respectively. I h c decrease i n RC)E I& 2006 is priniarily due [o tlir irilrcasc in capital from rlie exrrcisc of stock opioiis and current year earnings. Keturn on Avcravc Assets O r i r rrturri on avcrage assets ("ROA") is a measure we use io coriiparc our performance wirli (-ittier banlu. and hank holdirig wrnpanies. O u r ROA for the year eticlcrl 2006 increased to 1.47% wrnparcd to 1.33%) a t i d I ,07% fur the years endctl Uecemher 31, 2005 and 2004, respeciivcly. The 2006 incrrase i t r R(3A is due to the increase in tiel iricornc relative to our increase in average assets. ROA for our peer group was 1 .I 1% at Scptcmbcr 30, 2006. Prrr group informarion liorn SNL Firrancial data includes all batik holding coiiipaiiirs irl California wirli w r r s from $W0M to $500M and mii d d i a p t c r S. Over the past several years. we have focused on not only iiiiprovitig tier iricomc, hut improving ilie curlsistericy ofour revenue streams in order to create iiiore pi-edicdle hitiire earnings atid rctlucc the cffkt of changes in our operating environment on cwr tict iricornc. Specifically, we have focused on net interest iticonie throiiglr a variety ofprorcsscs, including increases in average iiireresi rarning assets as a i-esuI[ of i h e 2005 riirrgcr, loan generation and retention and improved net interest margin hy focusing on core drposit growth anrl managing the cost offiincls. hs a rcsult, our net interest itrcmie hel;rrc p v i s i o n for credit losses iircrrascd $2,442,000 or 11.13% to $24,373,000 for t h e year etitlcd 2006 compared to $21,931 ,0i)O and $14,821,000 fc)r the ycars ended 2005 and 2004, resprcrivrly- Chi- net interest margin also improved 33 basis points to 5.79%) For the yrar ended 2006 compared IC) 5.46% atid 4.91% for thc ycars ended 2005 and 2004, respectively. O u r nun-interest income is generally triadc i r p ofscrvicc charges and fees oiiiits, fcc income fi-om loan placemenrs, a r i d Fair1 on sale from uritica. Nun-interest income in 2006 incrrasrd $1,168,000 01 29.1 3% IC) $5,177,000 compared to $4,009,000 and $4,084,000 in 2005 and 2004, respectively. Crrstotiicr service charges inci-eased slightly rn $2,512,000 in 2006 compared to $2,414,000 arirl $2,.310,000 in 2005 and 2004, respeclively, triaitily due to an increaye in the numher of tratibactiori accounts. Noii-interest incorne i n mpt prclceeds li.otii a lifc iiisutancc policy of $025,000, 2006 a h include 'state of $205,00i). rraliwd gaitis from the sale of gains li.om the sal r i d loan placement fees of $350,000. Drrririg 2005, non- investments of $1 aitis from the sale of investments of $92,000 c~:itriparcd intei-est income i t t o $483,000 in 2004 and loan plarcrr!crir fccs of~$390,000 in 2005 coiirpirrd to $330,000 for 2004. Further derail oti rioti-intctcbt income is pi-ovided helow. Asset Oualirx For all hanks a d bank holding companies, m e r qtiality llas a significant inipact on the (.)vcraII financial condition and results of oprratiuris. h s c t quality is measured in terms of pmrritagc of total loans and total ;isseis, a n d is a ltcy clcmcnt in estimating the fiiirire earnitigs o f a company. We had no i i o i i - ~ ~ e r l ~ r r t r i i t ~ ~ loanb a s of Dcicmbcr 3 I. 2000, compared to two nori-accrual loans totaling $61 6,OOO as caritig li ' l l i e tahle on the following page set 1111 tiia ry o i neragc ha la nrrs w i i 11 corrcsponding interest inconic and intci-est cxpcnsc as well as merage yield and cust irifLrrriatiori tLr the periods prcscritcd. Average balances arc rlcrivcd fi-om daily Lalariics, a r i d riori -:ic~rual loaris arc not inrludcd as interest earning assets for piirposcs ofthis table. rning assets and the volume of and ;iti(l i l i c Interest anrl fcc incornc from loans increased 20.00% in 2006 compai-ed to 2005. (I 50.04% in 20115 wrnp:ircd to 2004. As stated Tiiicrrhi and I;.r i m o t r i r iiic I lir cotii hi n:i i i o n rr r ;iOi)vr, organic g r r r w ~ h Trow lie I~>CII.; i increases rliat li,ive occurred siiit-r ]unr 30, 2004, were tlic iii:ijor cvtriporictrta o f t l i e $4.4 12,000 and $71.888,000 incwases in 2000 and 2005, respeciively. Avrfiige ioial Ioiiti\ Lrr 2000 were $.304,074,000 corriparcrl to $277,855,000 and $195,223,000 for the same periiids irf2005 and 1004. l i t : yield O I I l o w \ fi,r 2006 was 8.40% L iirripircd ti.) 7.(i.3iYu and 6.78% for 2005 and 2004. respeclivcly. I volume d I ~ x + i i s I w t n ttic 2,005 riicrpx our i n g r r L i i i o t d i i p , :iid tlic 17 iritcrcst rate I iiic(.riiic lioin ioial itivc>trricnts, (total investments include investment 1:cdcral funds, interest Ixiring deliirsiii w i t t i (ittivr baiiks, and othcr securities) not on a fiilly tax equivalent hasis, iiicreisrd $450,000 iii 2006 compared t u 2005 mainly clue to the 100 hasis point iiiieresi R I I ~ i n 2000 w t i i c l i wxs prtially offkt by a 7.35%1 decrese i n ilir avct:lgc h l ; i i i ~ c s otthcsc invcstmcnts. In 2005, total iiive~inieiii i i i i m i c iiiI' the investment portfolio w a 4.2 years :iti(l i l i c triarkri YgIuc rrflrcirti a pre-tax loss o f $ 105,000. A coiiipotieiii ol'ilie (:onipany's strategic plan has heen to usc its invcstincnt portfolio to otket, in p x t , its interest 1-arc risk relating to variable rate loans. A t I3ecember 31, 2006. an imniccliatc rate incrcasc of200 basis points wciuld result in an estimated dcci-case in the marlcct value of the investment pur cly, w i i h a i i iriitrictliaic rate ilrt r . i n ilir tiiarkri wilire n l ' i l i e iiivesi eiivirc)iiiiieiii assiiiiies management wmld take iic :ictiuti rluririg a i l itiitircdiair shock of Loi) hasis Iicriiits. 'lhe likelihood of iiriiri(vii:iic di:iiigch vf 200 hasis poitiis is conirary to expect'irinii, ,is evidenced hy i l i e changes i n iiiierest rates i n [he past yeat-, which were in 25 basis point increments. I Iowevei-, the Company uses those inci-cmcnts to measure its interest rate rib]( in accordance with regulatory rcqiiircrricrita a r i d to nic+aiirc t l i r p h i k l r fiiiurc tihk iii the invcattnrni pitiI~ili(r. Firr I.iiriIirr discirssiirn irl'ilie (hilxitiy's tiiarket risk, relir i o ( ~ ~ l a n i i i a i i v e and Qualitative 13isclosures ahout Market Risk. Management's review of all investments hcforc purchase includes an analysis of how the security will perforiii under several interest rate scenarios to monitor whcthcr invcstmcnts ai-c consistent with our invcstmcnt policy. 'Ihc pdicy atlilrcascs issues o f average life, diinltion, aritl coriccritration giiitlclirics, prutiibilctl itivchi i i i r t i i h , i m p i t t n c t i i , a t i d pr( Tirial inictcat iti~otiir i n 20116 i o $26,070,000 i n 2005 :iiid $16 2Oi)O w.is due I O ilie 4.13% i i i c r e ~ s e i n the average assets. combined wid1 the 85 basis point increase i n die yield on those assets. ning assets increased to $4.3 I,168,000 for 2006 coiiiparcd t 2005, aiitl $.uantitativc and For a discuasion of the repricing of our asbi Qualitative Disclosure a b c i t i t Market Risk. in 1)RC)VISION FOK CREI311' LOSSF3 We providr fni- possible credit l o s by a charge to operating income b a d iqmn the composition or i l i e loan pottf~d past dclirlqurncy levels. lossrs and tion- pcdhrtiiing assets, ecnnomic a r i d environmental cntiditions a r i d (:it her factors wliich, i n managcmcnt's j i i d p e n t , deserve recognition i n estimating Lrcdii losses. Loatis are chargrd o f w h e n they are considered iiticollectiblc or iifsuch littlc valuc Ihat ContitllJalice L? an active earning bank asset is not warranled. l i e establishmerit of an adcquatr credit allowance is hilsed on both an accurate risk rating system and loan porifolio managcriirnr tools. 'Ihc Rmrd has established initial rrqnoiisihiliry for tlie accuracy ofcretii[ risk grades wiili [lie indivirliial credit off;crr. Ilie grading is then submittrd to the Chief Credit Administratiit ('V:C;A"), wlitr reviews the grades for accuracy and makes rccomtnendationa to Credit Kcvicw who givca I;n;il appi-ov:~l. The risk grading arid reservc alloc-atioti is analyzcd annually Iny a third party credit 1-evicwcr arid by varioiia rcg~latory agencies, Quartrrly, tlie CCA sets the specific rrsrrve for all arlvcrsrly risk-graded d i t s . 'Ihis prcicess includes the tiiilization of loan delinquency rcporrs, classified assrt reports. and portfolio corisses considering a number uf6ac1ors 3s discussed i n the "Allownice for Crrdir Losscs" section hclow. We did not havr any non-pcrLnrniing luans ils of rkcetilbel- 31, 2006. Non-pcrtLrming loana a h of December 3 I , $(i16,000 and were comprisrd of one rcal w a r e secured loan for $591,000 and one comnicrcial lnaii for $25,000. I h e Company did not haw any other rcal esrate owned at December 3 I , 2000 or 2005. 2005 totaled Fur 2oi)6 and 2005 we had a net charge off ratio to average loans i)f0.109"/0 and 0.223Y0, respectively. I'or 2004, we had a tiel recovery ratio ofO.139'Yo. The potcniial for- a future tier recovery position is not likrly as wt'havc been very succc,diil in collcctiori of those loarls charged off-iri p r i o r years. Basrd on information currently available, nianagemrnt helicvcs d i : ~ the allowaticr k i t credit losscs s h i l d he adcquatr I O ahsorb cstirriaied probable liisses in the portfolio. However, no assuratice can be given ihat we may r i o t sustain chargc-nfk wliich arc i t 1 rxcess of thc allowance in any given period. Ref& IO "AllowanLc for Crcdir I .c)sses" below h r fiirther infortrialion. N E T IN.1 LKI~.S'I' IN(:OMI A I T E R I'KOVISION FOR C:HkJ)IT LOSSI,.S Nct interest incomr, after the p r o v i h n for credit Iossrs of $800.000 i n 2006 and $510.000 in 2005, WLS $23,573,D00 for 2006 compared to $21,421,000 anrl $14,821,000 for 2 0 0 5 and 2004, rrspectivcly. N O N INTERFXI' I N C O M E Noli-interest iticotiie is comprised of customer service charges, Inan placemcrit fees, gain on sales of invcstnicriis and other ititi ihr date of the grant. As a 1-esult of adopting SFAS I2,3(K), the Company's income before provision for itiwrilc taxes and net income the year cnrlcd 1)cccmbcr 31. 2006 are $103,000 and $142,000, respectively, I;ir lower t1i.m if it liar1 continiictl to account for share-baed coiiipeii~aiiirti uridcr AFR 25. h i c and diluied rartiings pcr aharc for the year cndcd December 31, 2006 would hme been $1.1 8 and $1 .O!J, rrspeuivcly, without the adoption of SFAS 123(R) compared to $1.16 aiid $1.07, respectively, a s reprtcd. Results for prior periods have riot bccn restated. In Fehrwiry 2005 ttic Comp;wy a< rated the vesting of 18h,000 optiwis pi-evinusly granird io ccrtaiti dircctots and executive oficei-s. No stock-basrd coiiipeiiwiitiii is rcRcctcrl iri net income for the year ended I k c e m h r r ? I , 2005, as a result of the acceleruioii ofihc vcstirig as it is expected that generally all o f ~ l i c directors aiid executive tiianagetiient wliosc options wcrc accelei-ated will remain wiili I he (2iriipny through the original vesting period. l i e Cotrip:viy bases the b i r value of the options previously gratiicrl or1 the date of grant using .I Rlack-Sclr(rlrs {rption pricing model that uses assutnpiiotis Ijssctl u r i cxpccted option life, die lrvd ofrvitiiatcd forfeitures, expected stock vnlariliiy and ttic risk-frcc interest rate. Stock volatility is hasrd i i t i the historical volatility o f the (:ompatiy's stock. The risk-frcc m e is haqed on the IJ.S. Treasury yield curve and the exprctrd tcrrii ofthc options. 'Ihe "simplified" nieiliod tlcaf$250,i)oO o f t h e original $500,000 investment. 'Ihe (:ompany has received $225,000 from the mle and anticipates fidl rccovcry ofthc remaining balance of $25.000. i t i t u a a T h e folluwirig table describes significant components of other non-interest expense a s a pcrcctiiagc ufavcragc assets. For rlie vear ended Drcemher 31. 20oi; 2005 . Other L ~ ~ L S . 941 Avg &sets (Dollars in thousands) Other %I Avg !ixxpense Assets Advcrtisiiig hudit/accounting Datditcni processing ATM/tlcbii card cxpcnscs Director lrrs & related c ~ p c ~ i ~ s Ilonai intis ~~tLication/traiiiing (;cncrd Insurance Legal fees I'ostagc Regulatory assessnients Sratioticry/sii~plics 'Telephntie Operating losses Other Total other nun-interest $ 452 317 810 296 265 I I9 68 124 3 i) o 164 112 247 144 49 1,776 TXpetlaC $ 5,249 PROVISION FOR 1NCC)MF. T A X b S O,I)9(Yo 0.117% 0.18%) 0.06% 0.05% 0.03%) 0.02% 0.03% 0.04% 0.03% 0.04% 0.04Y" 0.03% 0.0 1 %I 0 3 3 % $ 412 3 34 81 1 255 218 114 n i 120 192 I56 164 207 123 44 1,500 $4,731 ~ Our effective income lax rair was :52..5~0 for 2006 cumpared to 35.i;%1 for 2005 arid .34,5'Yo for 2004. 'Ihe 171-ovisinn for iiic~liiie i a x r s iotaled $3,298,000. 53,344,000, arid $ 1 ,944,000 in 2006, 2005, and 2004 respectively. l i c (Iceccrnbcr 31, 2006 a r i d 2005. blanqcnicrit is not aware ofany potcritial problem loatis, which were current ani1 accruing at I)cccctnher 17, 2004, !lie C h i p a n y ctiret-ed into a noti-revolving loan agrccinent with a inajor hank tinder which the (:nmpatiy borrowed $2,500,000 and contributed $2,000.000 of additional capital to rlie Hank. ‘Ihc loan brats intcrest indexed to prime or LIROK. a t the Company’s election. llie utits~andirig balancr at L)cc:rmbcr . < I , 2006 was $1,250,000. l i e purpose ofilie borrowing was to cnsure 36 1 Management’s Discussion and Analysis I of Financial Condition and Results of Operations 1.iquidity rrianagement irivnlves our abiliry to mcct cash flow rcqiiiremeots arising from fluiuuations in rlrposit levels and demands of daily opcrilions, which irirlrde funding of securities ptirclizws, providing for cusinmers’ crcclit needs ancl ongoing rcpaytneiit of borrowings. C)ur liquidiv is actively managed c)n a daily hasis ant1 rrviewed periodically by uiir rr~anagerncrit arid Diwctorb AssetlLiabiliiy (:ommittccs. ‘ihis process i s intender1 to ensure the maintenance ofsuficicnt funds I O meet o u r iireds, including adequate cash flow for ofl~balance sheet commitnicnts. Our pritiiary sources d l i i p i d i t y ate derived from financin~ artivilies which include tlie acceptance of‘customcr and, I O a lcsscr cxient, h1-okcr tlrposits. fctlcrd futids facilities a n d advances frvtn [he Federal Home Loan Ratlk of San I’raticisco. Tlirse funding sources are augmented hy payrrients of principal and intctcst o n loans, the routine niatriri~ies and p:iydowns of securities from the sccilrities portfolio, die stability ofoiii- core clcposits and the abiliry to sell irivr,wnenr scciititirs. Primary MC’I nf funds inclrde withdrawal of atid intcrcsi p”yments ut1 deposits, origination atid purchases o f loans, purchases o f invcsttnrnt securities, and payment of operating cxprnses. As :I tiieans ofaugriirnring our l i q d i t y , wc have esrahlishctl k d e t a l funds lines with correspondent banks. At Dccctnher 31, 2006 o m available 0i:irrnwing capacity includes approxirrrairly $1 8,000,000 i n Federal funds lines with our correspontlrnr hanks a t i d $14,334,000 i n unused PH1.R advances. We helieve our liquidity ~oiirces to be stable and adequate. A t Decembct 3 I , 2006, we wcre not aware uf any inforriiatinn that was rcasonahly likcly to have a inaterial rlfrct on our liquidity positioti. l i e following table reflects the Ccrmpany’s credit lines, halanccs oulsranding. and pledged collaterill a1 December 31, 2006 and 2005: Balance Outstanding at Dccmibrr 3 1 , Dcrcriiber 31, Dc nher 3 1, 1)ccemher- 3 1, Balance Outstanding at ZOOC, 2oi)o 005 2005 $ 18,000 $ . $ 14,100 $ Collateral pledged 5 16.848 Collateral pledged (1,080 $ Fair Value of Collateral $ 16.758 $ Pair Value id Collateral 2,000 $ 6.598 $ 4,000 (:ollatcral plcdged 5 2.271 (:nllateral plcrlgrd 5,350 $ Fair l’alue of Collaieral $ 2,200 $ F i r Value of Co1latrr;d $ 3,252 $ - Crcdii Lines (In thousands) I Jnsecured (:redit Lines (intrrcsl rate varies with market) 1,cdcral Home 1.oa1i Rank (irrtrrrsr rate ;II prevding interest Iatc) F e d d Kcscrvc Rank (intrres[ rate a r prevailing discount intcrcst raw) L>LW:)S ITS AN 1) K O RROW I N G S (Co t i i i nued) the Banlys capital ratios remain at or above wcll rapitalized after the effective clair of the merger with HMC. Refer to Note 7 to the audited Consolidared Finanrial Statemcrits. CAI’ I ’ rA I , R ESO CI RC ES (hpital sctvcs as a source of funds and helps protect dcpusiilors a n d sharchtrlders against potctiiial losses. l i e primary source of capital for the (:ompany 1i;x heen iiitcrti;illy generated rspital through rrtained earnings. l i e Company 1i.u historically maintaincrl suhstantial lcvcls of capital. ’Jtir assessment ofr,apiral adeqi1ac.y is dependent oti several factors including asset q t i d i t j ~ earning trends, liqiiitli~y and cconotiiic conditions. Maintenance uf adequate capital levels is integral to providing s ~ d ~ i l i t y i e (.:oiiilmiy nccds t o tiiaintain substantial levels o f regulatory capital IC) give it niaxiriillni flexibility in the changing rcgiilatory environrrwir and to respond to changes in the market arld economic conditiorir. to thc I:omlmiy. l OUT stockliolders’ equity i t i i u e m d to $49,778,000 zq o f l k w m h ~ r 31,2006 compared to $41,523,000 as of 1)ccciriher 31. 2005. The increase in stockholders’ cqiiity is primarily a resiilt of net income of$6,911,000 for 2006 and proceeds from i h e exercise of atock options. lhritig October 200h, h e Bank dcrlared and paid a ~ ~ dividend tu t h e h s C h i p a n y of $ 1 ,OOO,000 in corltirciinn with a stock repurchase agrecmenr appi-ovcd by the ( h i p a n y ’ s Board or Directors. Lhiriiig the period the Conilmiy’s borrowings remilitis outstanding, which is expected IO he until Dcirtrihcr 2007, the Rank does not anticipaie paying any atldiiional dividcritlh IC) [he C o m p a n y except for dividends i h a t are necessary ro meet the ordinary and ~ i s ~ i a l q>et.ariiig, expenses o f t he Company. l i e l h k would tint pay any dividend that would cause it to he dccriicd not “well capitalized“ under applicable bariking laws and rcgrila~inns. Management considers capital requirctrictils as p i - t of its stralegic planning process. ‘lhc stratcgic plan calls for cirtiiinuing increases i t i assets and liabililies, and ilie capital required may thcrcfotc be i n excess of retained earnings. 1s ability to vbrain capital is rlcprtident upon the capital markcts as well zs our perfortilance. Management rcgiilarly evaluates soiirces of capital a t i d the timing rcyired [o meet its strategic okjectives. ‘Ihc IJIowing rablc prcsrnls the Company’s a n d the Bank‘s capital ratios as ufrkcemher 3 1 , 2006 and 2005. 2000 -. . Amount .~ 2005 Ratio ‘ A r n ~ i i t i ~ K& (Dollors in rhoiisands) Tirr 1 Leveraec Ratio Ccniral Valley Corririiuniry Bancorp and Subsidiary Minimutrr regulatory rcquirement Ccritral Valley Cornmutiity Bank Miriitntim requircmcrrt Tor 9 39,864 $ 18,967 $ 39,045 8.41°% $ .31,767 4.00% $ 8.24% $ 6.849’~ “Well-Capitaliictl” institution $ 23,703 Minimum regulatory requircriicr~~ $ 18,961 5.00% $ 23,204 4.00%) $ 18,563 5.00% 4.00Yu Tier 1 Risk-Based Q)ii;iI Katio Central Vallcy Community Rarirorp and Subsidiaiy Minimum regulatory rcquirctiient Central Valley (:ominunity Rank Minirniitn requirement for “Well-(:apitalizcrl” itisticution Minimum regulatory rrquirement Total Risk-Based C:q>i.ral Ratio Cetiiral Valley Comrnuriily Rancorp and SLI hsidi a ty Minirriim regulatory rcquirciiicrii Central Valley Conirnunily Rank Minimum rcquirement for $ 41,673 $ 29.073 $ 42,854 12.02% $ .35,106 8.00% $ 27.437 11.77%) $ 35,832 10.24% 8.00% 10.45% “Wcll-Capirali7,cd institution Minimum rcgiilarory requirement $ 36,419 $ 29,135 10.00Yo $ 34,287 8.00% $ 27,420 10.00% 8.00%) $ 39,864 $ 14,536 $ 39,045 10.77%) $ 31,767 4.00%) $ 13,719 10.72%~ $ 32.49.3 9.20% 4.00% 9.48%) The liquidity of the pirent compariy, Central Vallcy Cotiiiiiuiiity Bancorp is primarily depcndcrit on the payment of cash dividends by i i s siibsidiary, Ccritrsl Valley (:ommunity Batik, subject to litriiratioiis imposer1 by i l i e regulations. $ 21,852 $ 14,568 Ir.OOO/o $ 20,572 4.00% $ 11,71 5 h.00Yo 4.00% O I ~ I ~ - L ~ A I ANCE StlElyl’ l’l’b,MS In the ordiriary c o w s e ofbusincss, ihe C h i p a n y is a pariy to financial iiistrunicnts with of-halancc sheet risk. lhese financial iiistriinients includr comrnitrncrils i i r extend credit arid standhy letters of credit. Such financial insttiitiieiits ai-e recortlctl ill i h e financial st:mmeiir,s when they arc firtided or relatcd fces are incurred or received. ‘Ihe balance ofcniiimittiieiits to cxtcrid credit on undisbursed coristtIiciioii and other l o a t i h and letters of credit was $1 34,549,000 as ofL)cccmGcr 3 1 , 2006 compared to $1:33,950,000 as of Dccctiiher 31.2005. For 2 more driailed discussion of tticse linancial instrtrrncrita, see Note 10 to the alrdired Cotisolidated Financial Starrtiwnts. 37 .- .. . ... .. .. . I Management's Discussion and Analysis I of Financ al Condition and Results of Operations (OFF-UALANTF SHLL I I I*MC (Continurrl) Tti i h e ordinary cwtrse of business, the Company is party to various operating h s e s . For a mote rle~ailed discussion oflliese financial iristrwiients, see Note 1 0 in the audited Consolidaled Financial Statrtiients. l i e following s ~ ~ ~ i i t i i a r i ~ e s the Comp.atry's long-term contractual obligations at Deceniher 3 I , 2006: (Til [housaids) 'Jirric deposits FHLU Adv.ulc-cs Other lung-tcrtri drht Llefcrred Cotripetisarion Liability (1 j Salary Continuation Liability (1 j Obligtiotts reflected on Curisirlidaied Ralaiice Sheet Operating I c w ubligatiotis Obli@ma i i y t rellected uti Cotisohdated R h c e Sheet k 7 S than 1 year $ '13,946 2,001) 1,250 1,355 566 ~. 1-3 years 3-5 ycars lierafter 'lord 5 8,186 $ 2.038 $ - - - $ 104,170 2.000 1,250 61 292 275 ~ 1.152 1,416 2,285 $W,l17 ~ $ 8,539 $ 2,313 $..Q $111,121 - ~ $ 933 ~ $ 2,091 .. $ .~ 1,870 - $ 8,506 $13,400 specified time periods, net interest intome will generally br positively impacted hy a n increasing ititcresr r x e enviroritnrnt and negatively impacted by a dccrrasing interest rate rtiviroiinient. 3 i c speed and velocity of the 1-epricing vf assets and liabilitics will also contribute l o die effects o r i our N11, as will tlrc presence or absence of periodic and lifetime interest rate cq>s and Hoors. Sirriitlaiion of earnings is the primary tool used to measure t h sensitivity of carrlitigs io interest rate cliangcs. Larnings sitnulatioiis arc prorlucrd using a software triode1 that is based on actual cash flows and repricing Lharacreristics for :ill of our financial instruments and incorporate market-basrd assumptions rrgarding the impact of changing interest rates on current volutrics of applicable firraricial instrutrirrirs. Ttilerest rate simulations provide us witli a n estimate of both the dollar miount and percentage charige i n N11 under various rate scenarios. All assets and liabilities arc norrnally suhjected to up to 301) hasis point incrcascs and decreases in irrierest ratrs i n 101) hayis point iticretiieiits. Under cadi interest rate sccnario, we project our net interest incotne. From these rcsiills, we can then develop alternatives in dealing with the tolerance thresholds. Apptoxirnatrly 88% of our h t portfolio is tied tu adjustable rate inrliccs and 53% ofour Ic)aii pitfolio rcpriLw wirliiii 90 days. It o f h x m h e r 31,2006, we had 95 comtiirrcial and real csfate l ~ a i i s totaling $44,481 ,W with floors ranging from 1%) to 8% and ceilings I-mging from 9% to 25% In thc ctirreiit rate environrnent, t h e number of loans alfected by floors and ceilings is minimal. r The following tahle shows t h u elfects of changes in projected net interest iticotiie for tlic iwelve months ending December 31, 2007 iiridcr the interest rate slinck scrtiarins stated. 'Ihc table was prepared as of Dccrtnher 31, 2006. at which time prime intei-t-st rate was 8.25%. $ 133 rh 2,091 Is_ 1,870 %8,506 $,400 -- Sctihilivity Analysi\ 111. ~ r r i ~ i w ~ on Intel-cst Incoriic 01'R~ite Change\ (I)IlANTI'I'AI'IVL ANT) (.)~JAI,I~I'A'I'IV~ 1)ISCI OSIIRES AUOCI 1 MARK ET I< IS l i Interest rate risk ("IRR") and credit risk constitiiir i l i e two grearcst sources or financial exposure for insured financial iri,tirrrtions. IRK represents the inrpic~ [hat changes iri ahsolute and relative Icvclh (>I' market interest rates rriay have upon OUT rirt interest inconic ("NIT"). Chatiges in the N l l :ire tlic result of changes in the rict interest spread between interest-earning as s t i d inierest-bearing liabiliticc (iitiiitig risk), thr relationship bctwccri varioiis rates (basis risk), a r i d ~ h a n g e s i n the shape of the yicld curve. We realize inconic priticipally from the difhcrential or spread between the intcrcsi rained on loans, invcsttnrnls, other interest-earning asscis and the interest inciirrcd (>ti deposits and borrowings. l i e volumcs ant1 yields i i t i loans, deposits anrl borrowings are affictcd by rnarkrt interest 1-ates. hs ofDcccmber 31, 2006, 8 W o ofour loan portfolio was tied to adjusrahle-rate indices. The majority of these adjustable-rate loans arc tied to pritiie and reprice within 90 rlayh. l i e tiiajoi-ity of our tirric drpnsiis have a &xed r u e of interest. As of [)cr-ctnher 31, 200G. 90.20/0 ofciur titiie deposits triaiure within one year or I c ~ s . As of Ilecembcr 31, 2006, $2,01)0,000 of our short term debt was fixed rate which niatiircs uti Fcliriiary 12, 2007, and $1,250,000 id' shiri-ierni deht which reprices i i t i a quar[erly basis. Changes in the tnarkei level of interest raws rlircitly and imniediately a f f k t our interest s p r c d , and therefore profitability. Sharp and significant changes ti., tiiarker rates i'an cause the intcrcst spread to shrink or expand significantly i t i thr nrar term, priticipdly because ofthc tirriirig dillrrences between the arljustablc raie loans and the rna~iirities (and therefore repricing) of th O u r management a t d Board of 1)irec arr responsible for managirig our assets a prdit;ihiIit~ IKK and various otlicr risks including liquidity. l i e A I C O operates utrdrr policies and within risk lirriits prcscrihed, reviewed, anrl approved Iiy the Hoard of Directors. 'The AI.CC) seeks to stabilize our N11 by rnatcliitrg ra~e-sensitive assets and 1isl)iliiies ihrough maintaining the maturity a r i d repricing of these assets and liabilities 'it appropriate lcvcls giveti i h e itiieres1 rate environment. When thc atriolttii of rate-scrisitivr liahilities exceeds rate-sensitive assets within apecilied time periods, N11 generally will he negatively impacted by aii incrnsing interest rate environment and positively impacted by a dccrcasitig interest rate riivirotiiiieiit. Conversely, when the atliounr o f rate-sensitive asscts cxcccrls the anrotmi o f ratr-sensitive liabilities within 38 Hypothetical Change Irr Raies (L)ollars iri thousands) UP 300 bp U P 200 bp U P 100 bp CINCHANC ED TIOWN 100 hp DOWN 200 bp UOWN 300 1,p I'rujcctcd NCI Iriiereit Iticome $ Chmgc lrurri K7tch At L k L . 31 , 2OOh 128,982 27,477 26,240 26,001 25.542 24,441J 23.042 I $ 2 , ~ 1.476 239 (459) (1.561) (2,059) Assumptions arc irilicrrtiily iincertain, anrl, coriavquently, the model catirioi pi-eciscly mcasiirc trci interest income ot prc<:isrly predict the impact of changes in interest rates on rict i n rerest income. Actual results will diffir from sirriulaled results due to timing, rriagtiitude and frequency of itlierest rate changes, as well a s changes in marltct cciridirions and managcmcrit sttaregies which might nlotlrrare rhe negative consequences of iiitrrrsr rate deviations. Ttr tlir model above. the siniiilation shows that the Company i E neutral over the one-ycar horiznn. If interest rates iricrrase or dccliric, tlicrr will he similar positive and negative impact to net ititerrsi income. l i e r e is no material ctiarigc i n our current market risk c x p o s i ~ r e from the market risk exposure we cxyerienced i n 2005. 'Ihc oiltoitlie ol'the sensitivity Analysis coritlrrc.tetl Ihr 2005 was essentially thc ~ a i i i e u 2000. Tlic Srcurities and Lxchangc Corrirriiwinn ('%E(:") issued disclosiirc guidance for "criiical accounting policies". The SF,(: defines "critical accourrtitig policies" as thosr ~ h a r require application of trlariagement's tilost difficult, subjective or complex jutlgrrictirs, o f l e n as a result ofthc need i o tnake estimates about the cffkcr of tiiattei-s that arc irllicrrtitly uncertain and may chatrgr i n future periods. Our accoiiritirig policies are integral to utidersiatiding the results reported. O u r signi6c:arit accwnting policies arc described it! deiail it1 Note 1 in the audited Cnnsolidated Financial Statements. Nor all of the significant accounting policies presented in Note 1 o f the autlitcd wnsnlidated financial statements require management to mike cJilLculi, suhjeccive or coiiiplcx jurlgr~icrits or eslimates. 1 Management's Discussion and Analysis of Financial Condition and Results of Operations . ... - -- CRITICAI. ACCOIINI'ING POI,ICICS (Ci:rtiriti~~cd) Use of Bstimates 'Ihe pi-eparation of these financial stdeiiurc.;, rxpcttctl stocI< volatility and the risLfrcc interest ratc.. 'Ihe calculation of tlie Fair value ofshare based paytrierits is by natiirc inexact, and represents management's hest esrimale of lire gl.atil datr f i i t valw o f t h c aharc bascrl paytrierits. Scc Nutc I to the audited Consolidated Financial Slaremetits. 1NFI.ATIC)N 'Ihc impact ofinflation on a financial itisiituiiciii difIicrs sigriiGcantly from that cxcrtccl on other industries primarily because tlie ;isseis and liabilirics of financial itisiitiitiwis consist largely ofmanetary items. However, litiaticial i n s t i r i i t i o t i s arc affkrtcd by inflation in part through noti-interest expenses, such as salaries and urcupmcy cxpcnscs. and to some extent by changes i n ititrrrst rates. Ai h c t r i b c r 31. 2006, we do not helieve that inflation will have a material imlxict ( . i n o i i t rotisolitlatcd financial position or results of operatiotis. However, if inflation concerns cause sliori irriii rates tu rise in the near future, we may benefit by immediate repriciiia of a majrrriiy d n u r l o a t r portfulio. Kcfcr to Market Risk for futllier d i s c u>sion. iiicrcase, prcp:~ymcnts would be expected 10 dccliric arid We invest i 11 < :ol I a I c ra I i ~ c d Mu rtgagc Ohligations (" ( : M (1") and Mo rtgagc Racltcd Securities, ("MUS") as p i r i o ~ t l i c uvcrdl strateby to increase oiir net interest margin. CMOS and MBS hy their nature react t i ) r:liatigcs in interest rates. 111 a declining rate eiiviri.iritricnt, prepayments fi-om MDS a n d C:MT)a would he expected to increase and the expected life of the investment would he e x p e c i r d 10 shorten. Convcrscly. if interest r ~ e s I ( the average lifc ofthe MUS and (:MOs ~ atiiori i/,;iiioti (I(' thcsc investments affects our tiel itiirrcst itiromc. C)ur m,uiagement iiioiiirors tlir prcpaytricnt spccd of these iiivesrtiieiiiq aid a d j u s t s premium aiiiorii/.~itiiti based on scvcral factors. 'lhese fmirr.; i t d d c the type ofinvestmeni, the iiivesttiieiil s [ r w t i i r c , ititcrest rates, interest rares on tirw mortgage loans, expectation of ititeresi rate rliatigcs, current economic cotiditiirti~, lcvcl of principal remaining on the bond, d i e hond ioiipori rate, the bond originalion d a i c , atid ~ ~ I U I I I C ~rf'availablc bonds in market. The calLiilation ufprcmiutii miortix.Aiioti is Iiy nature inexact, and repiwetits trianagcmcnt's best estiiiiair of pritiripal paydowiis inlierent in thc total invesimetri potthlio, I ~ I.ic expected to extend. Pretiiiuni I I Goodwill Business coiiihitiaii(.itis involving the (:ompan or net m e t s of

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