A bank's balance sheet information is shown below (in $000). On-Balance-Sheet Items Cash Short-term government securities (92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 135,600 6, Bee 428,480 11,200 173, eee 951,900 1,780,000 184,800 27,989 126,900 6,488,888 6, 267,669 13, see 469, eee 280 100 Conversion Factor Off-Balance-Sheet Items (%) Face Value U.S. Government Counterparty Loan commitments: 1 year 50 3,000 Standby letters of credit: Performance-related 50 200 Direct-credit substitute 188 56,480 Commercial letters of credit 2e 400 State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year 50 1e9 Standby letters of credit: Performance-related 50 135,480 Corporate Customer Counterparty Loan commitments: 1 year 50 3,646, 278 Standby letters of credit: Performance-related 50 101,543 Direct-credit substitute 100 490, 980 Commercial letters of credit 20 78,978 Sovereign counterparty Loan commitments, OECD CRC rated 1: 1 year 50 1,225,480 Sovereign counterparty Loan commitments, OECD CRC rated 2: 1 year 50 115,500 Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year 58 3e, eee Interest rate market contracts (current exposure assumed to be zero): 1-5 year (notional amount) 0.5 5,000 To be adequately capitalized, what are the bank's CET1, Tier I, and total risk-based capital requirements under Basel III? (Round your answers to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Total risk-based capital A bank's balance sheet information is shown below (in $000). On-Balance-Sheet Items Cash Short-term government securities (92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 135,600 6, Bee 428,480 11,200 173, eee 951,900 1,780,000 184,800 27,989 126,900 6,488,888 6, 267,669 13, see 469, eee 280 100 Conversion Factor Off-Balance-Sheet Items (%) Face Value U.S. Government Counterparty Loan commitments: 1 year 50 3,000 Standby letters of credit: Performance-related 50 200 Direct-credit substitute 188 56,480 Commercial letters of credit 2e 400 State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year 50 1e9 Standby letters of credit: Performance-related 50 135,480 Corporate Customer Counterparty Loan commitments: 1 year 50 3,646, 278 Standby letters of credit: Performance-related 50 101,543 Direct-credit substitute 100 490, 980 Commercial letters of credit 20 78,978 Sovereign counterparty Loan commitments, OECD CRC rated 1: 1 year 50 1,225,480 Sovereign counterparty Loan commitments, OECD CRC rated 2: 1 year 50 115,500 Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year 58 3e, eee Interest rate market contracts (current exposure assumed to be zero): 1-5 year (notional amount) 0.5 5,000 To be adequately capitalized, what are the bank's CET1, Tier I, and total risk-based capital requirements under Basel III? (Round your answers to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Total risk-based capital
