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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

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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 $ 139,600 7,200 432,400 11,600 177,000 955,900 1,820,000 188,000 28,300 130,900 6,800,000 6,467,669 13,400 473,000 Conversion Factor (%) Face Value $ 20 50 300 1,140 Off Balance Sheet Items : U.S. Government Counterparty Loan commitments: 1 year 20 50 100 3,000 Standby letters of credit: Performance-related Direct-credit substitute 50 100 200 56,400 1 year 100 3,000 50 100 20 200 56,400 400 50 100 50 135,400 20 50 3,212,400 3,046,278 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 zerol: 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 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) 50 30,000 0 0.5 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 answer 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 $ 139,600 7,200 432,400 11,600 177,000 955,900 1,820,000 188,000 28,300 130,900 6,800,000 6,467,669 13,400 473,000 Conversion Factor (%) Face Value $ 20 50 300 1,140 Off Balance Sheet Items : U.S. Government Counterparty Loan commitments: 1 year 20 50 100 3,000 Standby letters of credit: Performance-related Direct-credit substitute 50 100 200 56,400 1 year 100 3,000 50 100 20 200 56,400 400 50 100 50 135,400 20 50 3,212,400 3,046,278 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 zerol: 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 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) 50 30,000 0 0.5 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 answer to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Total risk-based capital

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