Consider a bank with the following on-balance sheet and off-balance sheets items and their risk weight and conversion factor (for OBS items) (10 points): risk weight Cash $57,030 0 U.S. Treasury securities 152,200 0 Deposit balances held at domestic banks 96,000 0.2 Loans secured by first liens on 1- top 4- family residential properties 130,000 0.5 Loans to private corporations 100,000 1.0 Total balance sheet assets 535,230 conversion risk Off-balance sheet (OBS) items: factor weight Standby letters of credit backing municipal and corporate borrowings $ 153,000 0.2 0.2 Long term legally bind credit commitments to private companies 180,500 0.5 1.0 Total off balance sheet items 333,500 a. What are the risk-adjusted on-balance sheet assets of the bank as defined under the Basel I b. What are the risk-adjusted off-balance sheet assets of the bank as defined under the Basel I? c. What minimum Tier 1 capital and total capital does it need to meet the Basel I requirement?

d. Assumes that the risk-adjusted total assets of a bank is $628,750, under Basel III, what are the required Common-Equity Tier 1 capital, required Tier 1 capital, and required total capital not including capital conversion buffer?