GHI Bank (a large systemically important Australian bank) has the following on- and off-balance sheet assets and exposures: Asset Item # Size (mm) Cash deposited with the RBA A1 $ 75 2-year Australian government bonds (AA+) B1 $ 350 5-year ANZ Bank bond (AA-) C1 $ 50 2-year Victorian government bond (Aa1) D1 $ 45 Property, Plant and Equipment E1 $ 125 Principal and interest mortgages (80% LVR, without ins F1 $ 525 Investment property mortgages (90% LVR, with insurar G1 $ 175 5-year Interest rat swap with Citibank (A3 H1 $ 40 4-month Coal option with HSBC Bank (A) 11 $ 30 Forward asset purchase with GE Corporation (BBB+) J1 $ 25 Using the tables provided, and under the Basel III framework, calculate: 1. The total credit risk weighted assets. [6 marks] 2. The total regulatory capital requirement. [2 marks] You must provide all workings to allow for partial marks. GHI Bank (a large systemically important Australian bank) has the following on- and off-balance sheet assets and exposures: Asset Item # Size (mm) Cash deposited with the RBA A1 $ 75 2-year Australian government bonds (AA+) B1 $ 350 5-year ANZ Bank bond (AA-) C1 $ 50 2-year Victorian government bond (Aa1) D1 $ 45 Property, Plant and Equipment E1 $ 125 Principal and interest mortgages (80% LVR, without ins F1 $ 525 Investment property mortgages (90% LVR, with insurar G1 $ 175 5-year Interest rat swap with Citibank (A3 H1 $ 40 4-month Coal option with HSBC Bank (A) 11 $ 30 Forward asset purchase with GE Corporation (BBB+) J1 $ 25 Using the tables provided, and under the Basel III framework, calculate: 1. The total credit risk weighted assets. [6 marks] 2. The total regulatory capital requirement. [2 marks] You must provide all workings to allow for partial marks