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In addition, the bank has $. million in commercial direct-eredit substitute standby letters of eredit to a public corporation and $40 million in 10-year FX

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In addition, the bank has \$. million in commercial direct-eredit substitute standby letters of eredit to a public corporation and $40 million in 10-year FX forward contracts that are in the money by $1 million. a. What are the risk-weighted on-halancesheet assets of the bank as defined under the Basel III? b. What is the CETI. Tier I, and total capital required for both off-and on-balancesheet assets? e. Disegerding the capital conservation buffer, does the bank hive sufficient capital to meet the Basel requirements? How much in excess? How much short? d. Does the bank have enough capital to meet the Basel requirements, including the capital conservation buifer requirement? If not, What minimum CFTI, additional Ther 1 , or total capital does it need to meet the requirement

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