Refer to TABLE 13-28 Onshore Bank has $28 million in assets, with risk-weighted assets of $18 million. Core Equity Tier 1 (CET1) capital is $950,000, additional Tier I capital is $210,000, and Tier II capital is $416,000. The current value of the CET1 ratio is 5.28 percent, the Tier I ratio is 6.44 percent, and the total capital ratio is 8.76 percent. Calculate the new value of CET1, Tier I, and total capital ratios for the following transactions.

A) The bank repurchases $108,000 of common stock with cash.

B) The bank issues $2.8 million of CDs and uses the proceeds to issue category 1 mortgage loans with a loan-to-value ratio of 80 percent.

C) The bank receives $508,000 in deposits and invests them in T-bills.

D) The bank issues $808,000 in common stock and lends it to help finance a new shopping mall. The developer has an A+ credit rating.

E) The bank issues $1.8 million in nonqualifying perpetual preferred stock and purchases general obligation municipal bonds.

F) Homeowners pay back $4.8 million of mortgages with loan-to-value ratios of 40 percent and the bank uses the proceeds to build new ATMs.

BLE 13-28 Risk Weights for Calculating Risk-Weighted Assets for On-Balance-Sheet \begin{tabular}{|c|c|} \hline Exposures & \begin{tabular}{l} Risk Weight \\ (in percent) \end{tabular} \\ \hline Non-OECD member with no CRC & 100 \\ \hline Sovereign default & 150 \\ \hline \multicolumn{2}{|l|}{ Revenue obligation exposures to non-U.S. PSEs: } \\ \hline CRC of 01 & 50 \\ \hline CRC of 23 & 100 \\ \hline CRC of 4-7 & 150 \\ \hline OECD member with no CRC & 50 \\ \hline Non-OECD member with no CRC & 100 \\ \hline Sovereign default & 150 \\ \hline 6. Corporate exposures & \\ \hline \begin{tabular}{l} All corporate exposures, including bonds and loans \\ 7. Residential mortge exposures \end{tabular} & 100 \\ \hline \begin{tabular}{l} 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) \end{tabular} & 50 \\ \hline \begin{tabular}{l} An exposure to a first-lien residential mortgage with higher risk, or category 2 \\ (all other residential mortgage exposures) \end{tabular} & 100 \\ \hline 8. Pre-sold construction loans and statutory multi-family mortgages & \\ \hline \begin{tabular}{l} Exposures to pre-sold construction loans and statutory multi-family mortgage \\ 9. High-volatility commercial real estate (HVCRE) \end{tabular} & 50 \\ \hline \begin{tabular}{l} An HVCRE exposure \\ 10. Past-due exposures \end{tabular} & 150 \\ \hline \begin{tabular}{l} 11. Other assets \\ 11. \end{tabular} & 150 \\ \hline \begin{tabular}{l} Cash owned and held; gold bullion held in the bank's own vaults or held in \\ another depository institution's 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 \end{tabular} & 0 \\ \hline Cash items in the process of collection & 20 \\ \hline \begin{tabular}{l} All assets not specifically assigned a different risk weight, including deferred \\ acquisition costs (DAC) and value of business acquired (VOBA) \end{tabular} & 100 \\ \hline \begin{tabular}{l} Deferred tax assets (DTAs) arising from temporary differences that the bank \\ could realize through net operating loss carrybacks \end{tabular} & 100 \\ \hline \begin{tabular}{l} 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 \end{tabular} & 250 \\ \hline \end{tabular}