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Please help to solve this question, A bank's balance sheet information is shown below (in $000). On Balance Sheet Items Cash Short-term government securities (92
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A bank's balance sheet information is shown below (in $000). 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 $ 134,600 6,700 427,400 11,100 172,000 950,900 1,770,000 183,000 27,800 125,900 6,300,000 5,967,669 12,900 468,000 Conversion Factor (%) Face Value 300 1,140 200 100 100 100 3,000 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 100 20 200 56,400 400 100 135,400 50 3,212,400 3,046, 278 50 100 20 101,543 490,900 78,978 85,000 115,500 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) 30,000 2,000 5,000 What is the bank's risk-adjusted asset base? (Round your answer to the nearest whole dollar amount. (e.g., 32)) Risk-adjusted asset base A bank's balance sheet information is shown below (in $000). 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 $ 134,600 6,700 427,400 11,100 172,000 950,900 1,770,000 183,000 27,800 125,900 6,300,000 5,967,669 12,900 468,000 Conversion Factor (%) Face Value 300 1,140 200 100 100 100 3,000 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 100 20 200 56,400 400 100 135,400 50 3,212,400 3,046, 278 50 100 20 101,543 490,900 78,978 85,000 115,500 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) 30,000 2,000 5,000 What is the bank's risk-adjusted asset base? (Round your answer to the nearest whole dollar amount. (e.g., 32)) Risk-adjusted asset baseStep by Step Solution
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