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A banks balance sheet information is shown below (in $000). On Balance Sheet Items Face Value Cash $ 126,600 Short-term government securities ( 5,900 Long-term

A banks balance sheet information is shown below (in $000).

On Balance Sheet Items Face Value
Cash $ 126,600
Short-term government securities ( 5,900
Long-term government securities (>92 days) 419,400
Federal Reserve stock 10,300
Repos secured by federal agencies 164,000
Claims on U.S. depository institutions 942,900
Loans to foreign banks, OECD CRC rated 2 1,690,000
General obligation municipals 175,000
Claims on or guaranteed by federal agencies 27,000
Municipal revenue bonds 117,900
Residential mortgages, category 1, loan-to-value ratio 75% 5,500,000
Commercial loans 5,167,669
Loans to sovereigns, OECD CRC rated 3 12,100
Premises and equipment 460,000

Off Balance Sheet Items: Conversion Factor (%) Face Value
U.S. Government Counterparty
Loan commitments:
20 $ 300
15 year 50 1,140
Standby letters of credit:
Performance-related 50 200
Direct-credit substitute 100 100
U.S. Depository Institutions Counterparty
Loan commitments:
20 100
>1 year 50 3,000
Standby letters of credit:
Performance-related 50 200
Direct-credit substitute 100 56,400
Commercial letters of credit 20 400
State and Local Government Counterparty (revenue municipals)
Loan commitments:
>1 year 50 100
Standby letters of credit:
Performance-related 50 135,400
Corporate Customer Counterparty
Loan commitments:
20 3,212,400
>1 year 50 3,046,278
Standby letters of credit:
Performance-related 50 101,543
Direct-credit substitute 100 490,900
Commercial letters of credit 20 78,978
Sovereign Counterparty
Loan commitments, OECD CRC rated 1:
20 110,500
>1 year 50 1,225,400
Sovereign Counterparty
Loan commitments, OECD CRC rated 2:
20 85,000
>1 year 50 115,500
Sovereign Counterparty
Loan commitments, OECD CRC rated 7:
>1 year 50 30,000
Interest rate market contracts (current exposure assumed to be zero):
0 2,000
>15 year (notional amount) 0.5 5,000

To be adequately capitalized, what are the banks CET1, Tier I, and Tier II requirements under Basel III? (Round your answer to the nearest whole dollar amount. (e.g., 32))

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A bank's balance sheet information is shown below (in $000). On Balance Sheet Items Cash Short-term government securities (1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: (1 year >1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign counterparty Loan commitments, OECD CRC rated 1: (1 year >1 year Sovereign counterparty Loan commitments, OECD CRC rated 2: (1 year >1 year Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year Interest rate market contracts (current exposure assumed to be zero): (1 year (notional amount) >1-5 year (notional amount) 20 50 3, 212, 400 3,046, 278 50 100 20 101, 543 490, 900 78, 978 20 50 110, 500 1, 225, 400 20 50 85,000 115, 500 50 30,000 0 0.5 2,000 5,000 To be adequately capitalized, what are the bank's CET1, Tier I, and Tier II requirements under Basel III? (Round your answer to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Tier Il capital A bank's balance sheet information is shown below (in $000). On Balance Sheet Items Cash Short-term government securities (1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: (1 year >1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign counterparty Loan commitments, OECD CRC rated 1: (1 year >1 year Sovereign counterparty Loan commitments, OECD CRC rated 2: (1 year >1 year Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year Interest rate market contracts (current exposure assumed to be zero): (1 year (notional amount) >1-5 year (notional amount) 20 50 3, 212, 400 3,046, 278 50 100 20 101, 543 490, 900 78, 978 20 50 110, 500 1, 225, 400 20 50 85,000 115, 500 50 30,000 0 0.5 2,000 5,000 To be adequately capitalized, what are the bank's CET1, Tier I, and Tier II requirements under Basel III? (Round your answer to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Tier Il capital

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