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 $ 138,600 7,100 431,400 11,500 176,000 954,900 1,810,000 187,000 28, 200 129,900 6,700,000 6,367,669 13,300 472,000 Off-Balance-Sheet Items U.S. Government Counterparty Loan commitments: 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 Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign Counterparty Loan commitments, OECD CRC rated 1: 1 year Sovereign Counterparty Loan commitments, OECD CRC rated 2: 1 year Sovereign Counterparty Loan commitments, OECD CRC rated 7: >1 year Interest rate market contracts (current exposure assumed to be zero): 1-5 year (notional amount) Conversion Factor (%) 20 50 50 100 20 50 50 100 20 50 50 20 50 50 100 20 20 50 20 50 50 0 0.5 Face Value $ 300 1,140 200 100 100 3,000 200 56,400 400 100 135,400 3,212,400 3,046,278 101,543 490,900 78,978 110,500 1,225,400 85,000 115,500 30,000 2,000 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 $ 138,600 7,100 431,400 11,500 176,000 954,900 1,810,000 187,000 28, 200 129,900 6,700,000 6,367,669 13,300 472,000 Off-Balance-Sheet Items U.S. Government Counterparty Loan commitments: 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 Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign Counterparty Loan commitments, OECD CRC rated 1: 1 year Sovereign Counterparty Loan commitments, OECD CRC rated 2: 1 year Sovereign Counterparty Loan commitments, OECD CRC rated 7: >1 year Interest rate market contracts (current exposure assumed to be zero): 1-5 year (notional amount) Conversion Factor (%) 20 50 50 100 20 50 50 100 20 50 50 20 50 50 100 20 20 50 20 50 50 0 0.5 Face Value $ 300 1,140 200 100 100 3,000 200 56,400 400 100 135,400 3,212,400 3,046,278 101,543 490,900 78,978 110,500 1,225,400 85,000 115,500 30,000 2,000 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
