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( Capital Adequacy under Basel I ) National Bank has the following balance sheet ( amount in millions ) . * uninsured mortgage. The bank
Capital Adequacy under Basel I National Bank has the following balance sheet
amount in millions
uninsured mortgage.
The bank also has offbalance sheet items including $ million of Amazon
performance bonds, $ million bankers' acceptance from an OECD bank and
$ million forward purchase of crude oil from OECD public sector entity.
Under Basel I Accord:
a What is the riskweighted onbalancesheet asset? What is the riskweighted
offbalancesheet asset?
b What is the minimum level of total regulatory capital and Tier capital
required, respectively?
c What are the amounts of Tier and Tier capitals available from National
Bank, respectively? Does the bank have adequate total regulatory capital
and Tier capital?
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