Capital Markets School - Case Study

CLOYD BANK & TRUST RSSD-ID Last Updated on 8/5/2022

FFIEC 051 Report Date 6/30/2022

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 .....

0

0

(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......................................................

0

0

0

0

0

0

0

0

0

5.

5. Loans and leases held for investment:

RCONS439

RCONS440

RCONH178

RCONS441

RCONS442

RCONS443

5.a.

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

130,624

0

0

0

107,198

23,426

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

46,566

0

0

0

0

0

46,566

RCONS449

RCONS450

RCONS451

RCONHJ82

RCONHJ83

RCONS452

RCONS453

RCONS454

RCONS455

5.c.

306

0

0

0

0

0

0

0

306

RCONS457

RCONS458

RCONS459

RCONHJ84

RCONHJ85

RCONS460

RCONS461

RCONS462

RCONS463

5.d.

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

289,709

0

301

0

0

0

0

289,408

0

RCON3123

RCON3123

6.

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

7,832

7,832

RCOND976

RCONS466

RCOND977

RCONHJ86

RCONHJ87

RCOND978

RCOND979

RCOND980

RCONS467

7.

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

0

0

0

0

0

0

0

0

0

RCOND981

RCONS469

RCOND982

RCONHJ88

RCONHJ89

RCOND983

RCOND984

RCOND985

RCONH185

8.

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

71,949

0

235

0

0

2,621

112

68,981

0

8.a.

a. Separate account bank-owned life insurance

8.b.

b. Default fund contributions to central counterparties