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

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A bank's balance sheet information is shown below. Valne The bank's off-balance sheet items include loan commitments, letters of credit, and interest rate market contracts. The value of the risk-adjusted off-balance sheet assets is $2,806,057. The bank's off-balance sheet exposure is calculated as $8,693,864. Note: All of the above figures are in $000. 1. Calculate the bank's risk-adjusted on-balance sheet assets and total risk-weighted assets under Basel III. 2. Calculate the bank's CET1, Tier I and Total capital if the par value of its equity is $225,000, surplus value of equity is $200,000, retained carnings is $565,545, qualifying 1 Fin 353 Prof. Balkanska noncumulative perpetual preferred stock is $50,000, subordinated debt is $50,000, and loan loss reserve is $85,000. 3. Calculate the bank's CET1 capital ratio, Tier 1 capital ratio, and Total capital ratio. 4. Calculate the bank's total exposure and Tier 1 leverage ratio under Basel III. 5. Does the bank meet the Basel III (CETI, Tier I, total, and leverage) adequate capital standards? 6. Does the bank comply with the well-capitalized leverage ratio requirement

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