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A bank's balance sheet information is shown below (in $000). On Balance Sheet Items Cash Short-term government securities (1 year Standby letters of credit: Performance-related
A bank's balance sheet information is shown below (in $000). On Balance Sheet Items Cash Short-term government securities (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 >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 >1 year Sovereign counterparty Loan commitments, OECD CRC rated 2: (1 year >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 Tier II requirements under Basel 111? (Round your answer to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Tier II capital A bank's balance sheet information is shown below (in $000). On Balance Sheet Items Cash Short-term government securities (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 >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 >1 year Sovereign counterparty Loan commitments, OECD CRC rated 2: (1 year >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 Tier II requirements under Basel 111? (Round your answer to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Tier II capital
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