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Western New England Bancorp, Inc. WNEB US Equity

Financials · CIK 1157647 · FY ends Dec 31
$13.72
+0.02 (+0.15%)
USD · as of 2026-08-28 · marketstack

Western New England Bancorp, Inc. (Nasdaq: WNEB), an SEC filer in Savings Institution, Federally Chartered, closed at $13.72, +0.1%, on 2026-08-28, with a market cap of $275M, a trailing P/E of 18.3, a return on equity of 6.3%, a net margin of 18.5% and 3-year sales growth of -3.7%. Institutional ownership, earnings history and filed financials are on the tabs below.

WNEB · 10-K · period ended 2022-12-31

← all WNEB documents
filed 2023-03-10 · EDGAR original ↗

Our rendering of the filing — original pagination and typography are not reproduced, and tables are reduced to their short label cells (the figures live on FA). Nothing is summarized: every line below is the filing's own text.

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Item 7, “Management’s Discussion and Analysis of Financial Condition and Results of Operations-Management of Market

Risk,” for a discussion of quantitative and qualitative disclosures about market risk.

ITEM 8. FINANCIAL STATEMENTS AND SUPPLEMENTARY DATA.

Our

consolidated financial statements and the accompanying notes may be found on pages F-1 through F-51 of this report.

None.

ITEM 9A. CONTROLS AND PROCEDURES.

Evaluation

of Disclosure Controls and Procedures

Management,

including our President and Chief Executive Officer and Executive Vice President and Chief Financial Officer has evaluated the

effectiveness of our disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) as of the end

of the period covered by this report. Based upon that evaluation, our Chief Executive Officer and Executive Vice President and

Chief Financial Officer concluded that the disclosure controls and procedures were effective to ensure that information required

to be disclosed in the reports we file and submit under the Exchange Act (i) is recorded, processed, summarized and reported as

and when required and (ii) accumulated and communicated to our management including the Chief Executive Officer and Executive

Vice President and Chief Financial Officer, as appropriate to allow timely discussion regarding required disclosure.

Management’s

Annual Report on Internal Control over Financial Reporting

The

management of Western New England Bancorp, Inc. and Subsidiaries (collectively, the “Company”), including our President

and Chief Executive Officer and Executive Vice President and Chief Financial Officer, is responsible for establishing and maintaining

adequate internal control over financial reporting, as defined in Rule 13a-15(f) of the Exchange Act. Our management assessed

the effectiveness of our internal control over financial reporting as of December 31, 2022 based on the criteria set forth by

the Committee of Sponsoring Organizations of the Treadway Commission in Internal Control-Integrated Framework (2013). Based

on this assessment, management concluded that our internal control over financial reporting was effective as of December 31, 2022.

There

have been no changes in our internal control over financial reporting identified in connection with the evaluation that occurred

during our last fiscal quarter that has materially affected, or that is reasonably likely to materially affect, our internal control

over financial reporting.

64

Report

of Independent Registered Public Accounting Firm

On

Internal Control over Financial Reporting

To

the Shareholders and Board of Directors of Western New England Bancorp, Inc.

Opinion

on Internal Control over Financial Reporting

We

have audited Western New England Bancorp, Inc. and subsidiaries’ (the “Company”) internal control over financial

reporting as of December 31, 2022, based on criteria established in Internal Control — Integrated Framework (2013)

issued by the Committee of Sponsoring Organizations of the Treadway Commission (“COSO”). In our opinion, the Company

maintained, in all material respects, effective internal control over financial reporting as of December 31, 2022, based on criteria

established in Internal Control — Integrated Framework(2013) issued by the COSO.

We

have also audited, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (“PCAOB”),

the consolidated financial statements of the Company and our report dated March 10, 2023 expressed an unqualified opinion.

Basis

for Opinion

The

Company’s management is responsible for maintaining effective internal control over financial reporting and for its assessment

of the effectiveness of internal control over financial reporting included in the accompanying Management’s Annual Report

on Internal Control over Financial Reporting. Our responsibility is to express an opinion on the Company’s internal

control over financial reporting based on our audit. We are a public accounting firm registered with the PCAOB and are required

to be independent with respect to the Company in accordance with U.S. federal securities laws and the applicable rules and regulations

of the Securities and Exchange Commission and the PCAOB.

We

conducted our audit in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit

to obtain reasonable assurance about whether effective internal control over financial reporting was maintained in all material

respects. Our audit included obtaining an understanding of internal control over financial reporting, assessing the risk that

a material weakness exists, and testing and evaluating the design and operating effectiveness of internal control based on the

assessed risk. Our audit also included performing such other procedures as we considered necessary in the circumstances. We believe

that our audit provides a reasonable basis for our opinion.

65

Definition

and Limitations of Internal Control over Financial Reporting

A

company’s internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability

of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted

accounting principles. A company’s internal control over financial reporting includes those policies and procedures that (1) pertain

to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the

assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial

statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are

being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance

regarding prevention or timely detection of unauthorized acquisition, use or disposition of the company’s assets that could have

a material effect on the financial statements.

Because

of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections

of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes

in conditions, or that the degree of compliance with the policies or procedures may deteriorate.

/s/

Wolf & Company, P.C.

Boston,

Massachusetts

March

10, 2023

66

ITEM 9B. OTHER INFORMATION.

None.

ITEM 9C. DISCLOSURE REGARDING FOREIGN JURISDICTIONS THAT PREVENT INSPECTIONS.

Not

applicable.

PART

III

ITEM 10. DIRECTORS, EXECUTIVE OFFICERS AND CORPORATE GOVERNANCE.

The

following information included in the Proxy Statement is incorporated herein by reference: “Information About Our Board

of Directors,” “Information About Our Executive Officers Who Are Not Directors,” and “Corporate Governance.”

ITEM 11. EXECUTIVE COMPENSATION.

The

following information included in the Proxy Statement is incorporated herein by reference: “Compensation Committee Interlocks

and Insider Participation,” “Compensation Discussion and Analysis,” “Compensation Committee Report,”

“Executive Compensation” and “Director Compensation.”

The

following information included in the Proxy Statement is incorporated herein by reference: “Security Ownership of Certain

Beneficial Owners and Management” and “Securities Authorized For Issuance Under Equity Compensation Plans.”

The

following information included in the Proxy Statement is incorporated herein by reference: “Transactions with Related Persons”

and “Board of Directors Independence.”

ITEM 14. PRINCIPAL ACCOUNTING FEES AND SERVICES.

The

following information included in the Proxy Statement is incorporated herein by reference: “Independent Registered Public

Accounting Firm Fees and Services.” Our independent registered public accounting firm is Wolf & Company, P.C., Boston,

Massachusetts, Auditor ID: 392.

PART

IV

ITEM 15. EXHIBITS AND FINANCIAL STATEMENT SCHEDULES.

(a)(1) Financial Statements

Reference

is made to our consolidated financial statements and accompanying notes included in Item 8 of Part II hereof.

(a)(2) Financial Statement Schedules

Consolidated

financial statement schedules have been omitted because the required information is not present, or not present in amounts sufficient

to require submission of the schedules, or because the required information is provided in the consolidated financial statements

or notes thereto.

67

(a)(3) Exhibits

EXHIBIT

INDEX

68

21.1† Subsidiaries of Western New England Bancorp, Inc.

23.1† Consent of Wolf & Company, P.C.

† Filed herewith.

* Management contract or compensatory plan or arrangement.

69

ITEM 16. FORM 10-K SUMMARY.

None.

70

SIGNATURES

Pursuant

to the requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, as amended, the registrant has duly caused

this report to be signed on its behalf by the undersigned, thereunto duly authorized, on March 10, 2023.

WESTERN NEW ENGLAND BANCORP, INC.

By: /s/ James C. Hagan

James C. Hagan

Chief Executive Officer and President

(Principal Executive Officer)

By: /s/ Guida R. Sajdak

Guida R. Sajdak

71

POWER

OF ATTORNEY

Each

person whose individual signature appears below hereby authorizes and appoints James C. Hagan and Guida R. Sajdak, and each of

them, with full power of substitution and resubstitution and full power to act without the other, as his or her true and lawful

attorney-in-fact and agent to act in his or her name, place and stead and to execute in the name and on behalf of each person,

individually and in each capacity stated below, and to file any and all amendments to this report on Form 10-K, and to file

the same, with all exhibits thereto, and other documents in connection therewith, with the Securities and Exchange Commission,

granting unto said attorneys-in-fact and agents, and each of them, full power and authority to do and perform each and every act

and thing, ratifying and confirming all that said attorneys-in-fact and agents or any of them or their or his substitute or substitutes

may lawfully do or cause to be done by virtue thereof.

Pursuant

to the requirements of the Securities Exchange Act of 1934, as amended, this Annual Report on Form 10-K has been signed by the

following persons on behalf of the registrant and in the capacities indicated on March 10, 2023.

Name Title

James C. Hagan

Guida R. Sajdak

/s/ Lisa G. McMahon Chairperson of the Board

Lisa G. McMahon

/s/ Laura Benoit Director

Laura Benoit

/s/ Donna J. Damon Director

Donna J. Damon

/s/ Gary G. Fitzgerald Director

Gary G. Fitzgerald

/s/ William D. Masse Director

William D. Masse

/s/ Gregg F. Orlen Director

Gregg F. Orlen

/s/ Paul C. Picknelly Director

Paul C. Picknelly

72

Name Title

/s/ Steven G. Richter Director

Steven G. Richter

/s/ Philip R. Smith Director

Philip R. Smith

73

Report

of Independent Registered Public Accounting Firm

To

the Shareholders and Board of Directors of

Western

New England Bancorp, Inc.

Opinion

on the Consolidated Financial Statements

We

have audited the accompanying consolidated balance sheets of Western New England Bancorp, Inc. and subsidiaries (the Company)

as of December 31, 2022 and 2021, the related consolidated statements of net income, comprehensive income, changes in shareholders’

equity and cash flows for each of the three years in the period ended December 31, 2022, and the related notes (collectively referred

to as the financial statements). In our opinion, the financial statements present fairly, in all material respects, the financial

position of the Company as of December 31, 2022 and 2021, and the results of its operations and its cash flows for each of the

three years in the period ended December 31, 2022, in conformity with accounting principles generally accepted in the United States

of America.

We

also have audited, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB),

the Company’s internal control over financial reporting as of December 31, 2022, based on criteria established in Internal

Control - Integrated Framework (2013) issued by the Committee of Sponsoring Organizations of the Treadway Commission (COSO)

and our report dated March 10, 2023 expressed an unqualified opinion on the effectiveness of the Company’s internal controls

over financial reporting.

Basis

for Opinion

These

financial statements are the responsibility of the Company’s management. Our responsibility is to express an opinion on the Company’s

financial statements based on our audits. We are a public accounting firm registered with the PCAOB and are required to be independent

with respect to the Company in accordance with the U.S. federal securities laws and the applicable rules and regulations of the

Securities and Exchange Commission and the PCAOB.

We

conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to

obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to

error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence

regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles

used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We

believe that our audits provide a reasonable basis for our opinion.

F-1

Critical

Audit Matter

The

critical audit matter communicated below is a matter arising from the current period audit of the financial statements that was

communicated or required to be communicated to the Company’s Audit Committee and that: (1) relates to accounts or disclosures

that are material to the financial statements and (2) involved especially challenging, subjective, or complex judgments. The communication

of a critical audit matter does not alter in any way our opinion on the financial statements, taken as a whole, and we are not,

by communicating the critical audit matter below, providing a separate opinion on the critical audit matter or on the accounts

or disclosures to which it relates.

Critical

Audit Matter Description

As

described in Notes 1 and 3 to the financial statements, the Company has recorded an allowance for loan losses in the amount of

$19.9 million as of December 31, 2022, representing management’s estimate of the probable losses inherent in the loan portfolio

as of that date. The allowance is established as losses are estimated to have occurred through a provision (credit)

for loan losses charged to earnings.

The

determination of the allowance for loan losses requires significant judgment by management including the determination of qualitative adjustments to historical loss experience.

How

the Critical Audit Matter was addressed in the Audit

Our

principal audit procedures to evaluate management’s estimates of the allowance for loan losses included tests of the following:

We

have served as the Company’s auditor since 2004.

/s/

Wolf & Company, P.C.

Boston,

Massachusetts

March

10, 2023

F-2

WESTERN

NEW ENGLAND BANCORP, INC., AND SUBSIDIARIES

CONSOLIDATED

BALANCE SHEETS

(Dollars

in thousands, except share data)

December 31, December 31,

ASSETS

Interest-bearing deposits and other short-term investments 3,113 83,322

Marketable equity securities, at fair value 6,237 11,896

Federal Home Loan Bank stock and other restricted stock, at cost 3,352 2,594

LIABILITIES AND SHAREHOLDERS’ EQUITY

LIABILITIES:

Deposits:

Short-term borrowings 41,350 —

COMMITMENTS AND CONTINGENCIES (see Note 16)

SHAREHOLDERS’ EQUITY:

Unearned compensation - ESOP (2,906 ) (3,441 )

Unearned compensation - Equity Incentive Plan (1,012 ) (981 )

Accumulated other comprehensive loss (25,042 ) (12,314 )

See

accompanying notes to consolidated financial statements.

F-3

WESTERN

NEW ENGLAND BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED

STATEMENTS OF NET INCOME

(Dollars

in thousands, except per share data)

Years Ended December 31,

Interest and dividend income:

Debt securities, tax-exempt 11 12 56

Interest expense:

Provision (credit) for loan losses 700 (925 ) 7,775

Non-interest income:

Bank-owned life insurance death benefit — 555 —

(Loss) gain on available-for-sale securities, net (4 ) (72 ) 1,965

Gain on sale of mortgages 2 1,423 —

Net (losses) gains on marketable equity securities (717 ) (168 ) 109

Gain on non-marketable equity investments 422 898 —

Gain on defined benefit plan curtailment 2,807 — —

Loss on interest rate swap termination — (402 ) (2,353 )

Non-interest expense:

Loss on prepayment of borrowings — 45 987

Earnings per common share:

Diluted earnings per share $ 1.18 $ 1.02 $ 0.45

See

accompanying notes to consolidated financial statements.

F-4

WESTERN NEW ENGLAND BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME

(Dollars in thousands)

Years Ended December 31,

Other comprehensive income (loss):

Unrealized (losses) gains on available-for-sale securities:

Cash flow hedges:

Change in fair value of derivatives used for cash flow hedges — — (1,254 )

Reclassification adjustment for loss realized in interest expense (3) — — 674

Unrealized gains on cash flow hedges — 684 2,615

Defined benefit pension plan:

Gains (losses) arising during the period 7,386 3,209 (8,037 )

Amortization of defined benefit plan actuarial loss(6) 531 910 421

See accompanying notes to consolidated financial statements.

F-5

WESTERN

NEW ENGLAND BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED

STATEMENTS OF CHANGES IN SHAREHOLDERS’ EQUITY

YEARS

ENDED DECEMBER 31, 2022, 2021 AND 2020

(Dollars

in thousands, except share data)

Common Stock

Forfeited equity incentive plan shares (30,193 shares) — — (319 ) — 319 — — —

Share-based compensation - equity incentive plan — — — — 834 — — 834

Forfeited equity incentive plan shares (24,506 shares) — — (259 ) — 259 — — —

Share-based compensation - equity incentive plan — — — — 1,307 — — 1,307

Forfeited equity incentive plan shares (24,440 shares) — — (213 ) — 213 — — —

Share-based compensation - equity incentive plan — — (2 ) — 1,076 — — 1,074

See

accompanying notes to consolidated financial statements.

F-6

WESTERN

NEW ENGLAND BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED

STATEMENTS OF CASH FLOWS

(In

thousands)

Years Ended December 31,

OPERATING ACTIVITIES:

Provision (credit) for loan losses 700 (925 ) 7,775

Depreciation and amortization of premises and equipment 2,312 2,322 2,145

Net (accretion) amortization of purchase accounting adjustments (135 ) 95 (946 )

Amortization of core deposit intangible 375 374 375

Amortization of subordinated debt issuance costs 40 27 —

Gain on sale of portfolio mortgages — (227 ) —

Principal balance of loans originated for sale (277 ) (52,130 ) —

Principal balance of loans sold 277 52,130 —

Net loss (gain) on marketable equity securities 717 168 (109 )

Net loss (gain) on sales of available-for-sale securities 4 72 (1,965 )

Loss on prepayment of borrowings — 45 987

Gain on bank-owned life insurance death benefit — (555 ) —

Deferred income tax provision (benefit) 1,088 644 (2,431 )

Income from bank-owned life insurance (1,725 ) (1,912 ) (1,809 )

Net change in:

INVESTING ACTIVITIES:

Purchases of held-to-maturity securities (28,030 ) (231,292 ) —

Proceeds from redemption of marketable equity securities 5,131 — —

Redemption of Federal Home Loan Bank of Boston stock, net (758 ) 2,566 9,317

Proceeds from sale of portfolio mortgages — 7,801 —

Purchases of premises and equipment (1,143 ) (3,457 ) (3,581 )

Proceeds from sale of premises and equipment — 36 66

Proceeds from payout on Bank owned life insurance 2,435 — —

FINANCING ACTIVITIES:

Net increase (decrease) in short-term borrowings 41,350 — (35,000 )

Proceeds from subordinated debt issuance — 20,000 —

Payment of subordinated debt issuance costs — (394 ) —

Proceeds from long-term debt — — 58,917

Issuance of common stock in connection with stock option exercises 1,171 193 43

Supplemental cash flow information:

Net change in due to broker for common stock repurchased $ — $ (160 ) $ 160

See

the accompanying notes to consolidated financial statements.

F-7

WESTERN

NEW ENGLAND BANCORP, INC. AND SUBSIDIARIES

NOTES

TO CONSOLIDATED FINANCIAL STATEMENTS

YEARS

ENDED DECEMBER 31, 2022, 2021 AND 2020

1. SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

Nature

of Operations and Basis of Presentation. Western New England Bancorp, Inc. (“Western New England Bancorp,” “WNEB,”

“Company,” “we,” or “us”) is a Massachusetts-chartered stock holding company for Westfield

Bank, a federally-chartered savings bank (“Bank”).

The

Bank operates 25 banking offices in Hampden County and Hampshire County in western Massachusetts and Hartford County and Tolland

County in northern Connecticut, and its primary sources of revenue are interest income from loans as well as interest income from

investment securities. The West Hartford Financial Services Center serves as the Company’s Connecticut hub, housing Commercial

Lending, Cash Management and a Mortgage Loan Officer. The Bank’s deposits are insured up to the maximum Federal Deposit

Insurance Corporation (“FDIC”) coverage limits.

Wholly-owned

Subsidiaries. Elm Street Securities Corporation, WFD Securities, Inc. and CSB Colts, Inc., are Massachusetts chartered

securities corporations, formed for the primary purpose of holding qualified securities. WB Real Estate Holdings, LLC, is a Massachusetts-chartered

limited liability company that holds real property acquired as security for debts previously contracted by the Bank.

Principles

of Consolidation. The consolidated financial statements include the accounts of Western New England Bancorp, the Bank, CSB

Colts, Inc., Elm Street Securities Corporation, WB Real Estate Holdings, LLC and WFD Securities, Inc. All material intercompany

balances and transactions have been eliminated in consolidation.

Estimates.

The preparation of consolidated financial statements in conformity with accounting principles generally accepted in the United

States of America (“U.S. GAAP”) requires management to make estimates and assumptions that affect the reported amounts

of assets and liabilities and disclosure of contingent assets and liabilities at the date of the consolidated financial statements

and the reported amounts of income and expenses for each. Actual results could differ from those estimates. An estimate that is

particularly susceptible to significant change in the near-term relates to the determination of the allowance for loan losses.

Reclassifications.

Amounts in the prior year financial statements are reclassified when necessary to conform to the current year presentation.

Significant

Group Concentrations of Credit Risk. Most of the Company’s lending activities are with customers located within the

New England region of the country. The Company does not have any significant concentrations to any one industry or customer.

Cash

and Cash Equivalents. We define cash on hand, cash due from banks, federal funds sold and interest-bearing deposits having

an original maturity of 90 days or less as cash and cash equivalents.

Securities

and Mortgage-Backed Securities. Debt securities, including mortgage-backed securities, which management has the positive intent

and ability to hold until maturity are classified as held to maturity and are carried at amortized cost. Debt securities, including

mortgage-backed securities, which have been identified as assets for which there is not a positive intent to hold to maturity

are classified as available-for-sale and are carried at fair value with unrealized gains and losses, net of income taxes, reported

as a separate component of comprehensive income (loss). Marketable equity securities are measured at fair value with changes in

fair value reported on the Company’s consolidated statements of net income as a component of non-interest income, regardless

of whether such gains and losses are realized. We do not acquire securities and mortgage-backed securities for purposes of engaging

in trading activities.

F-8

Realized

gains and losses on sales of securities and mortgage-backed securities are computed using the specific identification method and

are included in non-interest income on the trade date. The amortization of premiums and accretion of discounts are determined by

using the level yield method to the maturity date, except that premiums are amortized to the earliest call date or maturity.

Non-marketable

Equity Securities. Investments in equity securities without readily determinable fair values are measured at cost, less any

impairment, with re-measurement to fair value when there are observable price changes. Impairment is evaluated on such securities

based on a qualitative assessment that considers various potential impairment indicators. Upon determining that an impairment

exists, a loss is recognized for the amount by which the carrying value exceeds the fair value of the investment.

Derivatives.

We enter into interest rate swap agreements as part of our interest-rate risk management strategy for certain assets and liabilities

and not for speculative purposes. Based on our intended use for interest rate swaps, these are hedging instruments subject to

hedge accounting provisions. Cash flow hedges are recorded at fair value in other assets or other liabilities within our balance

sheets. Changes in the fair value of these cash flow hedges are initially recorded in accumulated other comprehensive income (loss)

and subsequently reclassified into earnings when the forecasted transaction affects earnings.

Other-than-Temporary

Impairment of Securities. On a quarterly basis, we review debt securities with a decline in fair value below the amortized

cost of the investment to determine whether the decline in fair value is temporary or other-than-temporary (“OTTI”).

In estimating OTTI losses for debt securities, impairment is required to be recognized if (1) we intend to sell the security;

(2) it is “more likely than not” that we will be required to sell the security before recovery of its amortized cost

basis; or (3) for debt securities, the present value of expected cash flows is not sufficient to recover the entire amortized

cost basis. For all impaired debt securities that we intend to sell, or more likely than not will be required to sell, the full

amount of the other-than-temporary impairment is recognized through earnings. For all other impaired debt securities, credit-related

other-than-temporary impairment is recognized through earnings, while non-credit related other-than-temporary impairment is recognized

in other comprehensive income/loss, net of applicable taxes.

Fair

Value Hierarchy. We group our assets and liabilities measured at fair value in three levels, based on the markets in which

the assets and liabilities are traded and the reliability of the assumptions used to determine fair value.

Level

1: Valuation is based on quoted prices in active markets for identical assets. Level 1 assets generally include debt and equity

securities that are traded in an active exchange market. Valuations are obtained from readily available pricing sources for market

transactions involving identical assets.

Level

2: Valuation is based on observable inputs other than Level 1 prices, such as quoted prices for similar assets and liabilities;

quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market

data for substantially the full term of the assets and liabilities.

Level

3: Valuation is based on unobservable inputs that are supported by little or no market activity and that are significant to

the fair value of the assets and liabilities. Level 3 assets include financial instruments whose value is determined using pricing

models, discounted cash flow methodologies, or similar techniques, as well as instruments for which the determination of fair

value requires significant management judgment or estimation.

Federal

Home Loan Bank of Boston Stock. The Bank, as a member of the Federal Home Loan Bank (“FHLB”) system, is required

to maintain an investment in capital stock of the FHLB of Boston. Based on the redemption provisions of the FHLB, the stock has

no quoted market value and is carried at cost. At its discretion, the FHLB may declare dividends on the stock. Management reviews

for impairment based on the ultimate recoverability of the cost basis in the FHLB stock. As of December 31, 2022, no impairment

has been recognized.

Loans

Held for Sale. Loans originated and intended for sale in the secondary market are carried at the lower of amortized cost or

fair value, as determined by aggregate outstanding commitments from investors or current investor yield requirements. Net unrealized

losses, if any, are recognized through a valuation allowance by charges to non-interest income. Gains or losses on sales of mortgage

loans are recognized based on the difference between the selling price and the carrying value of the related mortgage loans sold

on the trade date and reported within non-interest income on the accompanying consolidated statements of net income.

F-9

Loans

Receivable. Loans are recorded at the principal amount outstanding, adjusted for charge-offs, the allowance for loan losses,

unearned premiums, discounts and deferred loan fees and costs. Interest on loans is calculated using the effective yield method

on daily balances of the principal amount outstanding and is credited to income on the accrual basis to the extent it is deemed

collectible. Our general policy is to discontinue the accrual of interest when principal or interest payments are delinquent 90

days or more based on the contractual terms of the loan, or earlier if the loan is considered impaired. Any unpaid amounts previously

accrued on these loans are reversed from current period interest income. Subsequent cash receipts are applied to the outstanding

principal balance or to interest income if, in the judgment of management, collection of the principal balance is not in question.

Loans are returned to accrual status when they become current as to both principal and interest and when subsequent performance

reduces the concern as to the collectability of principal and interest. Loan fees, discounts and premiums on purchased loans,

and certain direct loan origination costs are deferred and the net fee or cost is recognized as an adjustment to interest income

over the estimated average lives of the related loans.

Allowance

for Loan Losses. The allowance for loan losses is established through provisions for loan losses charged to expense. Loans

are charged-off against the allowance when management believes that the collectability of the principal is unlikely. Subsequent

recoveries, if any, are credited to the allowance.

The

allowance for loan losses is evaluated on a regular basis by management. This evaluation is inherently subjective as it requires

estimates that are susceptible to significant revision as more information becomes available. The allowance consists of general,

allocated and unallocated components, as further described below.

General

component

The

general component of the allowance for loan losses is based on historical loss experience adjusted for qualitative factors stratified

by the following loan segments: residential real estate (includes one-to-four family and home equity), commercial real estate,

commercial and industrial, and consumer. Management uses a rolling average of historical losses based on a time frame appropriate

to capture relevant loss data for each loan segment. This historical loss factor is adjusted for the following qualitative factors:

trends in delinquencies and nonperforming loans; trends in volume and terms of loans; effects of changes in risk selection and

underwriting standards and other changes in lending policies, procedures and practices; and national and local economic trends

and industry conditions. In 2020, the Bank added a new qualitative factor category to the allowance calculation – “Economic

Impact of COVID-19” based upon an analysis of the loan portfolio that included identifying borrowers sensitive to the shutdown.

During the year ended December 31, 2021, the qualitative adjustment factors related to the COVID-19 pandemic and the uncertainty

in the economic environment were reduced as Management continued to assess the exposure of the Company’s loan portfolio

to the COVID-19 pandemic related factors, economic trends and their potential effect on asset quality. There were no changes to

the Company’s policies and procedures surrounding the allowance for loan losses during the year ended December 31, 2022.

The

qualitative factors are determined based on the various risk characteristics of each loan segment. Risk characteristics relevant

to each loan portfolio segment are as follows:

Commercial

real estate loans. Loans in this segment include commercial real estate, multi-family dwellings, owner-occupied commercial

real estate and income producing investment properties, as well as commercial construction loans for commercial development projects

throughout New England. The underlying cash flows generated by the properties or operations can be adversely impacted by a downturn

in the economy due to increased vacancy rates or diminished cash flows, which in turn, would have an effect on the credit quality

in this segment. Management obtains financial information annually and continually monitors the cash flows of these loans.

Residential

real estate loans. This portfolio segment consists of first mortgages, home equity loans, and home equity lines secured by

one-to-four family residential properties. First mortgages may be underwritten to a maximum loan-to-value of 97%

for owner-occupied homes, 90%

for second homes and 85%

for investment properties. Mortgages with loan-to-values greater than 80%

require private mortgage insurance. We do not grant subprime loans. Home equity loans and lines are secured by first or second

mortgages on one-to-four family owner-occupied properties. Equity loans and lines are underwritten to a maximum combined

loan-to-value of 85%

of the appraised value of the property. Underwriting approval is dependent on review of the borrower’s ability to repay and

credit history in accordance with Westfield Bank’s policy. The overall health of the economy, including unemployment rates and

housing pricing, will have an effect on the credit quality in this segment.

F-10

Commercial

and industrial loans. Loans in this segment include commercial business loans and are generally secured by assignments of

corporate assets and personal guarantees of the business owners. Repayment is expected from the cash flows of the business. A

weakened economy, and resultant decreased consumer spending, will have an effect on the credit quality in this segment.

Consumer

loans. Loans in this segment are both secured and unsecured and repayment is dependent on the credit quality of the individual

borrower.

Allocated

component

The

allocated component relates to loans that are classified as impaired. Impaired loans are identified by analysis of loan performance,

internal credit ratings and watch list loans that management believes are subject to a higher risk of loss. Impairment is measured

on a loan by loan basis for commercial real estate and commercial and industrial loans by either the present value of expected

future cash flows discounted at the loan’s effective interest rate or the fair value of the collateral if the loan is collateral

dependent. An allowance is established when the discounted cash flows (or collateral value) of the impaired loan is lower than

the carrying value of that loan. Large groups of smaller balance homogeneous loans are collectively evaluated for impairment.

Accordingly, we do not separately identify individual consumer and residential real estate loans for impairment disclosures, unless

such loans are subject to a troubled debt restructuring agreement.

A

loan is considered impaired when, based on current information and events, it is probable that we will be unable to collect the

scheduled payments of principal or interest when due according to the contractual terms of the loan agreement. Factors considered

by management in determining impairment include payment status, collateral value, and the probability of collecting scheduled

principal and interest payments when due. Loans that experience insignificant payment delays and payment shortfalls generally

are not classified as impaired. We determine the significance of payment delays and payment shortfalls on a case-by-case basis,

taking into consideration all of the circumstances surrounding the loan and the borrower, including the length of the delay, the

reasons for the delay, the borrower’s prior payment record, and the amount of the shortfall in relation to the principal

and interest owed.

We

may periodically agree to modify the contractual terms of loans. When a loan is modified and a concession is made to a borrower

experiencing financial difficulty, the modification is considered a troubled debt restructuring (“TDR”). All TDRs

are classified as impaired.

While

we use our best judgment and information available, the ultimate appropriateness of the allowance is dependent upon a variety

of factors beyond our control, including the performance of our loan portfolio, the economy, changes in interest rates and the

view of the regulatory authorities toward loan classifications.

Unallocated

component

An

unallocated component may be maintained to cover uncertainties that could affect management’s estimate of probable losses.

The unallocated component of the allowance reflects the margin of imprecision inherent in the underlying assumptions used in the

methodologies for estimating allocated and general reserves in the portfolio.

Loans

Acquired with Deteriorated Credit Quality. Loans acquired in a transfer, including business combinations, where there is evidence

of credit deterioration since origination and it is probable at the date of acquisition the Company will not collect all contractually

required principal and interest payments, are accounted for under accounting guidance for purchased credit-impaired loans. This

guidance provides that the excess of the cash flows initially expected to be collected over the fair value of the loans at the

acquisition date (i.e., the accretable yield) is accreted into interest income over the estimated remaining life of the loans,

provided that the timing and amount of future cash flows is reasonably estimated. The difference between the contractually required

payments and the cash flows expected to be collected at acquisition is referred to as the nonaccretable difference. Subsequent

to acquisition, probable decreases in expected cash flows are recognized through a provision for loan losses, resulting in an

increase to the allowance for loan losses. If the Company has probable and significant increases in cash flows expected to be

collected, the Company will first reverse any previously established allowance for loan losses and then increase interest income

as a prospective yield adjustment.

F-11

Bank-owned

Life Insurance. Bank-owned life insurance policies are reflected on the consolidated balance sheets at cash surrender value.

Changes in the net cash surrender value of the policies, as well as insurance proceeds received in excess of carrying value, are

reflected in non-interest income on the consolidated statements of net income and are not subject to income taxes.

Source: SEC EDGAR (public domain) · 10-K for the period ended 2022-12-31, filed 2023-03-10 · accession 0001387131-23-003325

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