CMS Case Study

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

FFIEC 051 Report Date 12/31/2021

52

(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

23. Total assets, derivatives, off-balance sheet items, and other items subject to risk weighting by risk-weight category (for each of columns C through P, sum of items 11 through 22; for column Q, sum of items 10 through 22)..............................................................................................

23.

RCONG630

RCONS558

RCONS559

RCONS560

RCONG631

RCONG632

RCONG633

RCONS561

76,266

0

0

0

402,313

122,350

344,510

29,379

24.

24. Risk weight factor

25. Risk-weighted assets by risk-weight category (for each column, item 23 multiplied by item 24).........................................................................

RCONG634

RCONS569

RCONS570

RCONS571

RCONG635

RCONG636

RCONG637

RCONS572

25.

0

0

0

0

80,463

61,175

344,510

44,069

(Column K) Allocation by Risk-Weight Category 250% Dollar amounts in thousands

(Column L) Allocation by Risk-Weight Category 300%

(Column M) Allocation by Risk-Weight Category 400%

(Column N) Allocation by Risk-Weight Category 600%

(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%

23. Total assets, derivatives, off-balance sheet items, and other items subject to risk weighting by risk-weight category (for each of columns C through P, sum of items 11 through 22; for column Q, sum of items 10 through 22).........

23.

RCONS562

RCONS563

RCONS564

RCONS565

RCONS566

RCONS567

RCONS568

0

300

0

0

0

0

0

24.

24. Risk weight factor

25. Risk-weighted assets by risk-weight category (for each column, item 23 multiplied by item 24)........................................................................................

RCONS573

RCONS574

RCONS575

RCONS576

RCONS577

RCONS578

RCONS579

25.

0

900

0

0

0

0

0