CMS Case Study

FFIEC 051 Report Date 12/31/2021 51

(Column O) Allocation by Risk-Weight Category 625%

(Column P) Allocation by Risk-Weight Category 937.5%

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

(Column R) Application of Other Risk-Weighting Approaches Credit Equivalent Amount

(Column S) Application of Other Risk-Weighting Approaches Risk-Weighted Asset Amount

Dollar amounts in thousands

RCONH301

RCONH302

16.

16. Repo-style transactions 24 ................................................................

0

0

17.

17. All other off-balance sheet liabilities

18. Unused commitments (exclude unused commitments to asset-backed commercial paper conduits):

18.

RCONH303

RCONH304

18.a.

a. Original maturity of one year or less...........................................

0

0

RCONH307

RCONH308

18.b.

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

0

0

19.

19. Unconditionally cancelable commitments

RCONH309

RCONH310

20.

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

0

0

21.

21. Centrally cleared derivatives

RCONH198

RCONH199

RCONH200

22.

22. Unsettled transactions (failed trades) 25 ...........................................

0

0

0

24. Includes securities purchased under agreements to resell (reverse repos), securities sold under agreements to repurchase (repos), securities borrowed, and securities lent. 25. For item 22, the sum of columns C through Q must equal column A.