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A bank s balance sheet information is shown below ( in $ 0 0 0 ) . On - Balance - Sheet Items Face Value
A banks balance sheet information is shown below in $
OnBalanceSheet Items Face Value
Cash $
Shortterm government securities days
Longterm government securities days
Federal Reserve stock
Repos secured by federal agencies
Claims on US depository institutions
Loans to foreign banks, OECD CRC rated
General obligation municipals
Claims on or guaranteed by federal agencies
Municipal revenue bonds
Residential mortgages, category loantovalue ratio
Commercial loans
Loans to sovereigns, OECD CRC rated
Premises and equipment
OffBalanceSheet Items Conversion Factor Face Value
US Government Counterparty
Loan commitments:
year $
year
Standby letters of credit:
Performancerelated
Directcredit substitute
US Depository Institutions Counterparty
Loan commitments:
year
year
Standby letters of credit:
Performancerelated
Directcredit substitute
Commercial letters of credit
State and Local Government Counterparty revenue municipals
Loan commitments:
year
Standby letters of credit:
Performancerelated
Corporate Customer Counterparty
Loan commitments:
year
year
Standby letters of credit:
Performancerelated
Directcredit substitute
Commercial letters of credit
Sovereign Counterparty
Loan commitments, OECD CRC rated :
year
year
Sovereign Counterparty
Loan commitments, OECD CRC rated :
year
year
Sovereign Counterparty
Loan commitments, OECD CRC rated :
year
Interest rate market contracts current exposure assumed to be zero:
year notional amount
year notional amount
To be adequately capitalized, what are the banks CET Tier I, and total riskbased capital requirements under Basel III? Round your answers to the nearest whole dollar amount. eg
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