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A banks balance sheet information is shown below (in $000). On-Balance-Sheet Items Face Value Cash $ 121,600 Short-term government securities ( <92 days) 5,400 Long-term

A banks balance sheet information is shown below (in $000).

On-Balance-Sheet Items Face Value
Cash $ 121,600
Short-term government securities (<92 days) 5,400
Long-term government securities (>92 days) 414,400
Federal Reserve stock 9,800
Repos secured by federal agencies 159,000
Claims on U.S. depository institutions 937,900
Loans to foreign banks, OECD CRC rated 2 1,640,000
General obligation municipals 170,000
Claims on or guaranteed by federal agencies 26,500
Municipal revenue bonds 112,900
Residential mortgages, category 1, loan-to-value ratio 75% 5,000,000
Commercial loans 4,667,669
Loans to sovereigns, OECD CRC rated 3 11,600
Premises and equipment 455,000

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? (Round your answers to the nearest whole dollar amount. (e.g., 32))

CET1 capital
Tier 1 capital
Total risk-based captial

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