A bank's balance sheet information is shown below (in $000 ). whole doller amount. (e.g., 32)) Appendix 13E Cakulating Risk-Based Capital Ratios 3 Under the Basel III risk-based capital plan, each DI assigns its assets to one of several categories of credit risk exposure. Table 13-28 lists the key categories and assets in these categories. TABLE 13-28 Risk Weights for Calculating Risk-Weighted Assets for On-Balance-Sheet Items under Basel III Appendix 13E Calculating Risk-Based Capital Ratios Source: Federal Register, Vol. 78, No. 198, Office of the Comptroller of the Currency, Department of the Treasury, October 11, 2013. Risk weights for sovereign exposures are determined using OECD (Organization for Economic Cooperation and Development) country risk classifications (CRCs). 20A sovereign is a central government (including the U.S. government) or an agency, department, ministry, or central bank of a central government. The OECD's CRCs assess a country's credit risk using two basic components: the country risk assessment model (CRAM)an econometric model that produces a quantitative assessment of country credit riskand the qualitative assessment of the CRAM results-which integrates political risk and other risk factors not fully captured by the CRAM. The two components are combined and classified into one of eight risk categories (07). Countries assigned to categories 01 have the lowest possible risk assessment and are assigned a risk weight of 0 percent, A bank's balance sheet information is shown below (in $000 ). whole doller amount. (e.g., 32)) Appendix 13E Cakulating Risk-Based Capital Ratios 3 Under the Basel III risk-based capital plan, each DI assigns its assets to one of several categories of credit risk exposure. Table 13-28 lists the key categories and assets in these categories. TABLE 13-28 Risk Weights for Calculating Risk-Weighted Assets for On-Balance-Sheet Items under Basel III Appendix 13E Calculating Risk-Based Capital Ratios Source: Federal Register, Vol. 78, No. 198, Office of the Comptroller of the Currency, Department of the Treasury, October 11, 2013. Risk weights for sovereign exposures are determined using OECD (Organization for Economic Cooperation and Development) country risk classifications (CRCs). 20A sovereign is a central government (including the U.S. government) or an agency, department, ministry, or central bank of a central government. The OECD's CRCs assess a country's credit risk using two basic components: the country risk assessment model (CRAM)an econometric model that produces a quantitative assessment of country credit riskand the qualitative assessment of the CRAM results-which integrates political risk and other risk factors not fully captured by the CRAM. The two components are combined and classified into one of eight risk categories (07). Countries assigned to categories 01 have the lowest possible risk assessment and are assigned a risk weight of 0 percent
