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A banks balance sheet information is shown below (in $000). On Balance Sheet Items Face Value Cash $ 125,600 Short-term government securities ( <92 days)
A banks balance sheet information is shown below (in $000).
On Balance Sheet Items | Face Value | ||
Cash | $ | 125,600 | |
Short-term government securities (<92 days) | 5,800 | ||
Long-term government securities (>92 days) | 418,400 | ||
Federal Reserve stock | 10,200 | ||
Repos secured by federal agencies | 163,000 | ||
Claims on U.S. depository institutions | 941,900 | ||
Loans to foreign banks, OECD CRC rated 2 | 1,680,000 | ||
General obligation municipals | 174,000 | ||
Claims on or guaranteed by federal agencies | 26,900 | ||
Municipal revenue bonds | 116,900 | ||
Residential mortgages, category 1, loan-to-value ratio 75% | 5,400,000 | ||
Commercial loans | 5,067,669 | ||
Loans to sovereigns, OECD CRC rated 3 | 12,000 | ||
Premises and equipment | 459,000 | ||
Off Balance Sheet Items: | Conversion Factor (%) | Face Value | |||
U.S. Government Counterparty | |||||
Loan commitments: | |||||
<1 year | 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: | |||||
<1 year | 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: | |||||
<1 year | 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: | |||||
<1 year | 20 | 110,500 | |||
>1 year | 50 | 1,225,400 | |||
Sovereign Counterparty | |||||
Loan commitments, OECD CRC rated 2: | |||||
<1 year | 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): | |||||
<1 year (notional amount) | 0 | 2,000 | |||
>15 year (notional amount) | 0.5 | 5,000 | |||
To be adequately capitalized, what are the banks CET1, Tier I, and total riskbased capital requirements under Basel III?
CET 1 Capital | |
Tier 1 Capital | |
Total Risk Based Capital |
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