Capital Markets School - Case Study

CLOYD BANK & TRUST RSSD-ID Last Updated on 4/30/2022

FFIEC 051 Report Date 3/31/2022

46

(Column K) Allocation by Risk-Weight Category 250%

(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%

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

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

Dollar amounts in thousands

RCONH277

RCONH278

4.c.

c. Exposures past due 90 days or more or on nonaccrual 6 .....

NR

NR

(Column A) Totals from Schedule RC

(Column B) Adjustments to Totals Reported in Column A

(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

4.

4. Loans and leases held for sale (continued):

RCONS431

RCONS432

RCONS433

RCONHJ80

RCONHJ81

RCONS434

RCONS435

RCONS436

RCONS437

4.d.

d. All other exposures......................................................

NR

NR

NR

NR

NR

NR

NR

NR

NR

5.

5. Loans and leases held for investment:

RCONS439

RCONS440

RCONH178

RCONS441

RCONS442

RCONS443

5.a.

a. Residential mortgage exposures.................................

NR

NR

NR

NR

NR

NR

RCONS445

RCONS446

RCONH179

RCONH180

RCONH181

RCONH182

RCONS447

5.b.

b. High volatility commercial real estate exposures......... c. Exposures past due 90 days or more or on nonaccrual 7 .....................................................................

NR

NR

NR

NR

NR

NR

NR

RCONS449

RCONS450

RCONS451

RCONHJ82

RCONHJ83

RCONS452

RCONS453

RCONS454

RCONS455

5.c.

NR

NR

NR

NR

NR

NR

NR

NR

NR

RCONS457

RCONS458

RCONS459

RCONHJ84

RCONHJ85

RCONS460

RCONS461

RCONS462

RCONS463

5.d.

d. All other exposures......................................................

NR

NR

NR

NR

NR

NR

NR

NR

NR

RCON3123

RCON3123

6.

6. LESS: Allowance for loan and lease losses........................

7,852

7,852

RCOND976

RCONS466

RCOND977

RCONHJ86

RCONHJ87

RCOND978

RCOND979

RCOND980

RCONS467

7.

7. Trading assets.....................................................................

NR

NR

NR

NR

NR

NR

NR

NR

NR

RCOND981

RCONS469

RCOND982

RCONHJ88

RCONHJ89

RCOND983

RCOND984

RCOND985

RCONH185

8.

8. All other assets 8 ..................................................................

NR

NR

NR

NR

NR

NR

NR

NR

NR

8.a.

a. Separate account bank-owned life insurance

8.b.

b. Default fund contributions to central counterparties