CMS Case Study

CLOYD BANK & TRUST RSSD-ID Last Updated on 3/30/2022

FFIEC 051 Report Date 12/31/2021

50

(Column A) Face, Notional, or Other Amount

(Column B) Credit Equivalent Amount

(Column C) Allocation by Risk-Weight Category 0%

(Column D) Allocation by Risk-Weight Category 2%

(Column E) Allocation by Risk-Weight Category 4%

(Column F) Allocation by Risk-Weight Category 10%

(Column G) Allocation by Risk-Weight Category 20%

(Column H) Allocation by Risk-Weight Category 50%

(Column I) Allocation by Risk-Weight Category 100%

(Column J) Allocation by Risk-Weight Category 150%

Dollar amounts in thousands

RCONG624

RCONG625

RCONG626

RCONHJ98

RCONHJ99

RCONG627

RCONG628

RCONG629

RCONS539

18.b.

b. Original maturity exceeding one year...........................

0

0

0

0

0

0

0

0

0

RCONS540

RCONS541

19.

19. Unconditionally cancelable commitments.........................

66,196

0

RCONS542

RCONS543

RCONHK00

RCONHK01

RCONS544

RCONS545

RCONS546

RCONS547

RCONS548

20.

20. Over-the-counter derivatives.............................................

0

0

0

0

0

0

0

0

0

RCONS549

RCONS550

RCONS551

RCONS552

RCONS554

RCONS555

RCONS556

RCONS557

21.

21. Centrally cleared derivatives.............................................

0

0

0

0

0

0

0

0

RCONH191

RCONH193

RCONH194

RCONH195

RCONH196

RCONH197

22.

22. Unsettled transactions (failed trades) 22 .............................

0

0

0

0

0

0

22.

For item 22, the sum of columns C through Q must equal column A.