CMS Case Study

FFIEC 051 Report Date 12/31/2021 48

(Column A) Totals

(Column B) Adjustments to Totals Reported in Column A

(Column Q) Allocation by Risk-Weight Category (Exposure Amount) 1,250%

(Column T) Total Risk-Weighted Asset Amount by Calculation Methodology SSFA

(Column U)Total Risk-Weighted Asset Amount by Calculation Methodology Gross-Up

Dollar amounts in thousands

9.

9. On-balance sheet securitization exposures:

RCONS475

RCONS476

RCONS477

RCONS478

RCONS479

9.a.

a. Held-to-maturity securities.........................................................

0

0

0

0

0

RCONS480

RCONS481

RCONS482

RCONS483

RCONS484

9.b.

b. Available-for-sale securities........................................................

0

0

0

0

0

RCONS485

RCONS486

RCONS487

RCONS488

RCONS489

9.c.

c. Trading assets.............................................................................

0

0

0

0

0

RCONS490

RCONS491

RCONS492

RCONS493

RCONS494

9.d.

d. All other on-balance sheet securitization exposures..................

0

0

0

0

0

RCONS495

RCONS496

RCONS497

RCONS498

RCONS499

10.

10. Off-balance sheet securitization exposures.....................................

0

0

0

0

0