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Refer to Table 1328. 1. Exposures to sovereigns Exposures to the U.S. government: An exposure to the U.S. government, its central bank, or a U.S.

Refer to Table 1328.

1. Exposures to sovereigns Exposures to the U.S. government: An exposure to the U.S. government, its central bank, or a U.S. government agency 0 The portion of an exposure that is directly and unconditionally guaranteed by the U.S. government, its central bank, or a U.S. government agency 0 The portion of an exposure that is conditionally guaranteed by the U.S. government, its central bank, or a U.S. government agency 20 Other sovereign exposures: CRC of 0-1 0 CRC of 2 20 CRC of 3 50 CRC of 4-6 100 CRC of 7 150 OECD member with no CRC 0 Non-OECD member with no CRC 100 Sovereign default 150 2. Exposures to certain supranational entities and multilateral development banks (MDBs) An exposure to the BIS, the ECB, the European Commission, the IMF, or an MDB 0 3. Exposures to government-sponsored entities (GSEs) An exposure to a GSE other than an equity exposure or preferred stock 20 An exposure to preferred stock issued by a GSE 100 4. Exposures to depository institutions, foreign banks, and credit unions Exposures to U.S. depository insitutions and credit unions 20 Exposures to foreign banks: CRC of 0-1 20 CRC of 2 50 CRC of 3 100 CRC of 4-7 150 OECD member with no CRC 20 Non-OECD member with no CRC 100 Sovereign default 150 5. Exposures to public-sector entities (PSEs): General obligation exposures to U.S. PSEs 20 Revenue obligation exposures to U.S. PSEs 50 General obligation exposures to non-U.S. PSEs: CRC of 0-1 20 CRC of 2 50 CRC of 3 100 CRC of 4-7 150 OECD member with no CRC 20

Non-OECD member with no CRC 100 Sovereign default 150 Revenue obligation exposures to non-U.S. PSEs: CRC of 0-1 50 CRC of 2-3 100 CRC of 4-7 150 OECD member with no CRC 50 Non-OECD member with no CRC 100 Sovereign default 150 6. Corporate exposures All corporate exposures, including bonds and loans 100 7. Residential mortgage exposures An exposure to a first-lien residential mortgage with lower risk, or category 1 (mortgage that meets prudential underwriting standards, including standards relating to loan-to-value ratio, are not 90 days or more past due, and that are not restructured or modified) 50 An exposure to a first-lien residential mortgage with higher risk, or category 2 (all other residential mortgage exposures) 100 8. Pre-sold construction loans and statutory multi-family mortgages Exposures to pre-sold construction loans and statutory multi-family mortgage 50 9. High-volatility commercial real estate (HVCRE) An HVCRE exposure 150 10. Past-due exposures An exposure that is not guaranteed or that is unsecured 150 11. Other assets Cash owned and held; gold bullion held in the banks own vaults or held in another depository institutions vaults on an allocated basis, to the extent the gold bullion assets are offset by gold bullion liabilities; and exposures that arise from the settlement of cash transactions 0 Cash items in the process of collection 20 All assets not specifically assigned a different risk weight, including deferred acquisition costs (DAC) and value of business acquired (VOBA) 100 Deferred tax assets (DTAs) arising from temporary differences that the bank could realize through net operating loss carrybacks 100 Portion of mortgage servicing assets (MSAs) and DTAs arising from temporary differences that the bank could not realize through net operating loss carrybakcs that are not deducted from common equity tier 1 capital 250 A banks balance sheet information is shown below (in $000).

On-Balance-Sheet Items Face Value
Cash $ 125,600
Short-term government securities (<92 days) 5,800
Long-term government securities (>92 days) 418,400
Federal Reserve stock 10,200
Repos secured by federal agencies 163,000
Claims on U.S. depository institutions 941,900
Loans to foreign banks, OECD CRC rated 2 1,680,000
General obligation municipals 174,000
Claims on or guaranteed by federal agencies 26,900
Municipal revenue bonds 116,900
Residential mortgages, category 1, loan-to-value ratio 75% 5,400,000
Commercial loans 5,067,669
Loans to sovereigns, OECD CRC rated 3 12,000
Premises and equipment 459,000

Off-Balance-Sheet Items Conversion Factor (%) Face Value
U.S. Government Counterparty
Loan commitments:
<1 year 20 $ 300
15 year 50 1,140
Standby letters of credit:
Performance-related 50 200
Direct-credit substitute 100 100
U.S. Depository Institutions Counterparty
Loan commitments:
<1 year 20 100
>1 year 50 3,000
Standby letters of credit:
Performance-related 50 200
Direct-credit substitute 100 56,400
Commercial letters of credit 20 400
State and Local Government Counterparty (revenue municipals)
Loan commitments:
>1 year 50 100
Standby letters of credit:
Performance-related 50 135,400
Corporate Customer Counterparty
Loan commitments:
<1 year 20 3,212,400
>1 year 50 3,046,278
Standby letters of credit:
Performance-related 50 101,543
Direct-credit substitute 100 490,900
Commercial letters of credit 20 78,978
Sovereign Counterparty
Loan commitments, OECD CRC rated 1:
<1 year 20 110,500
>1 year 50 1,225,400
Sovereign Counterparty
Loan commitments, OECD CRC rated 2:
<1 year 20 85,000
>1 year 50 115,500
Sovereign Counterparty
Loan commitments, OECD CRC rated 7:
>1 year 50 30,000
Interest rate market contracts (current exposure assumed to be zero):
<1 year (notional amount) 0 2,000
>15 year (notional amount) 0.5 5,000

What is the banks risk-weighted asset base? (Do not round your intermediate calculations. Round your answer to the nearest whole dollar amount. (e.g., 32))

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