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 $ 125,600 5,800 418,400 10,200 163,000 941,900 1,680,000 174,000 26,900 116,900 5,400,000 5,067,669 12,000 459,000 Conversion Factor (%) Face Value $ 20 50 300 1, 140 50 100 200 100 20 50 100 3,000 50 100 20 200 56,400 400 50 100 50 135,400 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) 20 50 3,212,400 3,046, 278 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 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 $ 125,600 5,800 418,400 10,200 163,000 941,900 1,680,000 174,000 26,900 116,900 5,400,000 5,067,669 12,000 459,000 Conversion Factor (%) Face Value $ 20 50 300 1, 140 50 100 200 100 20 50 100 3,000 50 100 20 200 56,400 400 50 100 50 135,400 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) 20 50 3,212,400 3,046, 278 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 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
