On Balance Sheet Items Cash Short-term government securities (92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 141,600 7,400 434,400 11, see 179, eee 957,900 1,840,00 190,000 28, see 132,900 7,800, eee 6,667,669 13,600 475, eee Conversion Factor (%) Face Value $ 2e 50 300 1,140 58 100 200 100 28 50 100 3, see 50 100 20 200 56,400 4ee 50 1ee 58 135,400 Off Balance Sheet Items: U.S. Government Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign counterparty Loan commitments, OECD CRC rated 1: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 2: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year Interest rate market contracts (current exposure assumed to be zero): 1-5 year (notional amount) 20 50 3,212,400 3,846, 278 50 108 20 101,543 490,900 78,978 2e 50 110, see 1,225,400 2e 58 85,00 115,500 50 3e, eee 2, eee 5,000 0.5 To be adequately capitalized, what are the bank's CET1, Tier I, and total risk-based capital requirements under Basel III? (Round your answer to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Total risk-based capital On Balance Sheet Items Cash Short-term government securities (92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 141,600 7,400 434,400 11, see 179, eee 957,900 1,840,00 190,000 28, see 132,900 7,800, eee 6,667,669 13,600 475, eee Conversion Factor (%) Face Value $ 2e 50 300 1,140 58 100 200 100 28 50 100 3, see 50 100 20 200 56,400 4ee 50 1ee 58 135,400 Off Balance Sheet Items: U.S. Government Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign counterparty Loan commitments, OECD CRC rated 1: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 2: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year Interest rate market contracts (current exposure assumed to be zero): 1-5 year (notional amount) 20 50 3,212,400 3,846, 278 50 108 20 101,543 490,900 78,978 2e 50 110, see 1,225,400 2e 58 85,00 115,500 50 3e, eee 2, eee 5,000 0.5 To be adequately capitalized, what are the bank's CET1, Tier I, and total risk-based capital requirements under Basel III? (Round your answer to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Total risk-based capital
