Capital Markets School - Case Study

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

FFIEC 051 Report Date 3/31/2022

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...........................

NR

NR

NR

NR

NR

NR

NR

NR

NR

RCONS540

RCONS541

19.

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

NR

NR

RCONS542

RCONS543

RCONHK00

RCONHK01

RCONS544

RCONS545

RCONS546

RCONS547

RCONS548

20.

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

NR

NR

NR

NR

NR

NR

NR

NR

NR

RCONS549

RCONS550

RCONS551

RCONS552

RCONS554

RCONS555

RCONS556

RCONS557

21.

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

NR

NR

NR

NR

NR

NR

NR

NR

RCONH191

RCONH193

RCONH194

RCONH195

RCONH196

RCONH197

22.

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

NR

NR

NR

NR

NR

NR

22.

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