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Noor Bank has the following balance sheet ( in millions ) . Furthermore, the bank has $ 3 0 million in standby letters of credit
Noor Bank has the following balance sheet in millions
Furthermore, the bank has $ million in standby letters of credit issued to back repayment of
commercial papers, $ million in twoyear currency swaps with replacement costs of $
million, and $ million in sixyear interest rate swaps with replacement costs of $ million. In
addition, the bank' estimated ALL equals to $ million.
a Compute RWA for onbalancesheet items.
b Compute total creditequivalent for offbalancesheet items.
c What are total riskweighted assets RWA
d Does the bank have enough capital to meet the Basle I capital requirements?
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