text: favorable earnings while limiting the potential negative effects of changes in market interest rates. We use no off- 
  balance-sheet financial instruments to manage interest rate risk. 
  
  Each of our subsidiary banks has an asset/liability committee that monitors interest rate risk and compliance 
  with investment policies. Each subsidiary bank tracks interest rate risk by, among other things, interest-sensitivity 
  gap and simulation analysis. Table 13 sets forth the interest rate sensitivity of our consolidated assets and liabilities 
  as of December 31, 2002, and sets forth the repricing dates of our consolidated interest-earning assets and interest- 
  bearing liabilities as of that date, as well as our projected consolidated interest rate sensitivity gap percentages for 
  the periods presented. The table is based upon assumptions as to when assets and liabilities will reprice in a 
  changing interest rate environment. These assumptions are estimates made by management. Assets and liabilities 
  indicated as maturing or otherwise repricing within a stated period may, in fact, mature or reprice at different times 
  and at different volumes than those estimated. Also, the renewal or repricing of certain assets and liabilities can be 
  discretionary and subject to competitive and other pressures. Therefore, the following table does not and cannot 
  necessarily indicate the actual future impact of general interest rate movements on our consolidated net interest 
  income. 