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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))
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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