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A bank's balance sheet information is shown below. The bank's off-balance sheet items include loan commitments, ketters of credit, and interest rate market contracts. The

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A bank's balance sheet information is shown below. The bank's off-balance sheet items include loan commitments, ketters of credit, and interest rate market contracts. The value of the risk-adjusted off-balance shect assets is $2,906,057. The bank"s off-balance dheet exposure is calculated as 58,695,864. Note: All of the above figures are in $000. 1. Calculate the bank's risk-adjusted en-balanee sheet assets and total risk-weighted assets under Basel III. 2. Calculate the bank's CETI, Tier 1 and Total capital if the por value of its equity is $225,000, surplus value of equity is $200,000, fetained camings is $565,545, qualifying 1 Fin 353 Prof. Balkaoka noncumulative perpetual preferred stock is $0,000, subonfinated debt is $50,000, and loun loss reserve is 585,000 . 3. Calculate the bank's CETI capizal ratio, Tier 1 capital ratio, and Total capital ratio. 4. Calculate the bank's total exponure and Tier 1 leverage ratio under Baset III. 5. Does the bank meet the Basel tIt (CET1, Tier 1 , totat, and feverage) adequale capital standards? 6. Does the bank comply with the well-capitalized leverage ratio requirement

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