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Q     `-!Org Wide7 Bank Only_ftn1<"_ftn2<$_ftn3:N_ftnref1<_ftnref2< _ftnref3<  ;N  ;O"BF Appendix ADue from DDA with correspondent'Federal funds sold on a principal basisGross Credit ExposureTotal Capital Net Credit ConcentrationGross Credit Concentrationq deposit insurance coverage, institutions should not rely on such programs for mitigating concentration risk. Repurchase agreementsGross Funding ConcentrationGross Funding ExposureNet Funding ConcentrationTotal LiabilitiesNet Funding ExposureNet Credit ExposurecNOTE: Respondent Bank has $1 billion in Total Assets, 10% Total Capital, and 90% Total Liabilitiesi insurance coverage, institutions should not rely on such programs for mitigating concentration risk. q government or any department, agency, bureau, board, commission, or establishment of the United States, or anyL corporation wholly owned, directly or indirectly, by the United States.  Contract 3 (50), Contract 4 +150, and Contract 5 (150). Collateral is 200, resulting in an uncollateralized position of 50. Appendix BDInvestments in the correspondent, its holding company, or affiliates]Correspondent Bank's Net Funding Exposure to a Respondent, its Holding Company and Affiliates *^Respondent Bank's Gross Credit Exposure to a Correspondent, its Holding Company and Affiliates'\Respondent Bank's Net Credit Exposure to a Correspondent, its Holding Company and Affiliates&|1 There are 5 derivative contracts with a mark-to-market fair value position as follows: Contract 1 (100), Contract 2 +400,+Net current credit exposure on derivatives1*@government securities or readily marketable collateral pledged)3?1Uncollateralized net current derivative position10WDue from DDA with correspondent s two affiliated insured depository institutions (IDIs)ICalculating Correspondent Funding Exposures on an Organization-Wide Basis+2CICalculating Correspondent Funding Exposures on a Correspondent Only Basis+1Cn2 While temporary deposit insurance programs may provide certain transaction accounts higher levels of federal!CDs issued by correspondent bank 9Correspondent Bank's Net Funding Exposure to a Respondent);Correspondent Bank's Gross Funding Exposure to a Respondent+8Respondent Bank's Net Credit Exposure to a Correspondent%:Respondent Bank's Gross Credit Exposure to a Correspondent'ECalculating Respondent Credit Exposures on a Correspondent Only Basis'-?ECalculating Respondent Credit Exposures on an Organization-Wide Basis'.?v2 While temporary deposit insurance programs may provide certain transaction accounts higher levels of federal deposit8CDs issued by one of correspondent's two affiliated IDIsCDs sold to respondent bank GCDs sold to respondent from one of correspondent's two affiliated IDIs _Due from DDA (less checks/cash not available for withdrawal & federal deposit insurance (FDI))2^ADue from DDA with correspondent's two affiliated IDIs (less FDI)2@CCDs issued by one of correspondent's two affiliated IDIs (less FDI)+CDs issued by correspondent bank (less FDI)$CDs sold to correspondent (less FDI)Due to DDA with respondent?Correspondent's two affiliated IDIs' Due to DDA with respondent@Correspondent Bank's Gross Funding Exposure to a Respondent Bank#,WDue to DDA with respondent (less checks and cash not available for withdrawal and FDI)2VK Correspondent s two affiliated IDIs' Due to DDA with respondent (less FDI)2JN One of correspondent s two affiliated IDIs' CDs sold to respondent (less FDI)2M<Federal funds purchased from respondent on a principal basis8Federal funds sold to correspondent on a principal basisJFederal funds sold to correspondent's affiliated IDIs on a principal basisReverse Repurchase agreementsBof government securities or readily marketable collateral pledged3A_Under-collateralized amount on reverse repurchase agreements (less the current market value of Repurchase AgreementsZUnder-collateralized amount of repurchase agreements relative to the current market value WUnder-collateralized amount on repurchase agreements (less the current market value of bDirect and indirect loans to or for benefit of a correspondent, its holding company, or affiliateseand Correspondent Bank has $1.5 billion in Total Assets, 10% Total Capital, and 90% Total Liabilitiesw3 Government securities means obligations of, or obligations fully guaranteed as to principal and interest by, the U.S.aDirect and indirect loans to or for benefit of a correspondent, its holding company,or affiliatesr government or any department, agency, bureau, board, commission, or establishment of the United States, or any I corporation wholly owned, directly or indirectly, by the United States.J :L.D) r ,Pcc   P&,(3o6  dMbP?_*+%;)&?'(?)?M\\wasres301p\WAS-FST-6007dXXLetter.HP LaserJet 8150 PCL 62xeQNTACB F/3D; fW)ƨ.pڝG01tW*@qtD|ľGx|==kvTn9CoCܮat .^utUa\Db ]]v)2)Vw`å1 8 a+*gsr%N!uc)`?Y#eĞEe?𗴿  BM:;p+t:}g{ Ǫ~N׭YZݨH-x,$|guFٜVd-h@?h@~ *QA @~ !CA !#"T1A$ %! 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