Capital Markets School - Case Study

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

FFIEC 051 Report Date 3/31/2022

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

NR

NR

NR

NR

NR

NR

NR

NR

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.

NR

NR

NR

NR

NR

NR

NR

NR

(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

NR

NR

NR

NR

NR

NR

NR

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.

NR

NR

NR

NR

NR

NR

NR