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A bank's balance sheet information is shown below (in $000). On Balance Sheek Items Cash Short-term government securities ( <92 days) Long-term government securities
A bank's balance sheet information is shown below (in $000). On Balance Sheek Items Cash Short-term government securities ( 92 days) Federal Reserve stock Repos secured by federal agencies Clains on U.S. depository institutions Face Value $ 133,600 6,600 426,400 11,000 171,000 949,900 Loans to foreign banks, DECD CRC rated 2 1,760,000 General obligation municipals 182,000 Claims on or guaranteed by federal agencies 27,700 Municipal revenue bonds 124,900 Residential mortgages, category 1, loan-to-value ratio 75% 6,200,000 Commercial loans 5,867,669 Loans to sovereigns, OECD. CRC rated 3 12,800 Premises and equipment Off-Balance Sheet Items U.S. Government Counterparty Loon commitments: < year 1-5 year Standby letters of credit: Performance-related Direct-credit substitute U.S. Depository Institutions Counterparty Loan commitments: 1 year >1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit 467,000 Conversion Factor ( Face Value 20 $380 30 1,140 50 200 180 100 20 Jea 50 3,000 58 200 100 20 56,400 400 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 commitnents: 1 year Standby letters of credit: Performance-related Direct credit substitute Commercial letters of credit Sovereign Counterparty Loan commitments, OECD CRC rated 11. 1 year Sovereign Counterparty Loan commitments, OECD CRC rated 7: >1 year 58 30,000 Interest rate market contracts (current exposure assumed to be zero): 1 year (notional amount) 2,000 1-5 year (notional amount)) 0.5 5,000 9.5 5,000 What is the bank's risk-weighted asset base? (Do not round your intermediate calculations. Round your answer to the nearest whole dollar amount. (e.g., 32)) Rask-weighted auset base
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