Capital Markets School - Case Study

FFIEC 051 Report Date 3/31/2022 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 ................................................................

NR

NR

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

NR

NR

RCONH307

RCONH308

18.b.

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

NR

NR

19.

19. Unconditionally cancelable commitments

RCONH309

RCONH310

20.

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

NR

NR

21.

21. Centrally cleared derivatives

RCONH198

RCONH199

RCONH200

22.

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

NR

NR

NR

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.