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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 $30 million in standby letters of credit issued to back repayment of
commercial papers, $40 million in two-year currency swaps with replacement costs of $2
million, and $30 million in six-year interest rate swaps with replacement costs of $3 million. In
addition, the bank' estimated ALL equals to $10 million.
a. Compute RWA for on-balance-sheet items.
b. Compute total credit-equivalent for off-balance-sheet items.
c. What are total risk-weighted assets (RWA)?
d. Does the bank have enough capital to meet the Basle I capital requirements?
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