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A bank has the following balance sheet ( $M ) and no off - balance sheet activities $M Liabilities & Equity $M Cash 1 0

A bank has the following balance sheet ($M) and no off-balance sheet activities
$M Liabilities & Equity $M
Cash 100 Retail Deposits 1550
Treasury securities 250 Subordinated Debt 75
Residential mortgages, category 1,55% LTV 700 Common Stock 65
Residential mortgages, category 2,70% LTV 300 Retained Earnings 40
Commercial Loans 400 Noncumulative perpetual preferred stock 20
Total Assets 1750 Total Liabilities & Equity 1750
a. What is the CET1 risk-based ratio? c. What is the total risk-based capital ratio?
b. What is the Tier I risk-based capital ratio? d. What is the leverage ratio?

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