Sources Feceral Registed, Va. 78, Na 198, Ofce of the Comptraller of the Cuaency, Department of the Treasur, October 11,2013. Rivk weights, for wonereign expowarcs are determined asing OECD fOrganization for Ecobomic Cooperation and Developancat) covintry risi classifications (CRC:) 2A wen creign is a central goverament (inclusting the 2.5. gawcrmment) or an agency, department. ministry, of central bank of a central goverament. The OECD's CRCr assces a country's credit risk uwing two basic components: the couwery risk assersmet model (CRAM)an econometric model that produces a cuantitanive assessment of country credit rid:and the qualitative assessment of the CRAM reiults - which integrates political riuk and cthcr risk facters nat fully capared by the CRAM. The two components are cumbined and clawified into one of cight rick categories (07). Countries avigned to calcgories of-1 have the lowed possible ritk assessintem and ase assigned a risk weight of 0 pereent. Appendiv 13E Cotculating Rail Dused Cupter Rotion Under the Bavel III riuk tased capital plan, each DI acsipns its assets to one of several categohies of crodit rick expovure. Tahe 13-3n lists the key categonies and assets in theie categories TABLE 13-28 Riak Weights for Calculating Ritk Weighted Assets for On Balance- Sheet: Items under Basel titt banks (MDEs) MDBA 3. Exposeres to fovemment toposiered cetities (GSFa) An ecporare to preficred stack haved by a GSE 4. Exposures to depoitery lastituthase, ford gn hanls, and credit unieas Esposures to foreipn bunke CRC of a-1 CREC of 2 Clec of 3 Crec of 47 OliCD member wiah no Crec Non OECD mernber with au CRC Sevireige defaitt 5. Esposures ta peblicesector entities (PSFa) Clenerat colligatio cuporures to US. PSE creciof 0.1 Gice at 2 Cxeat Cre of 47 OECD nacmber will no CKC: A bank's balance sheet information is shown below (in $000 ) What is the bank's risk-weighted asset base? (Do not round your intermediate calculations. Round your answer to the nearest whole dollar amount. (e,9,32)) Sources Feceral Registed, Va. 78, Na 198, Ofce of the Comptraller of the Cuaency, Department of the Treasur, October 11,2013. Rivk weights, for wonereign expowarcs are determined asing OECD fOrganization for Ecobomic Cooperation and Developancat) covintry risi classifications (CRC:) 2A wen creign is a central goverament (inclusting the 2.5. gawcrmment) or an agency, department. ministry, of central bank of a central goverament. The OECD's CRCr assces a country's credit risk uwing two basic components: the couwery risk assersmet model (CRAM)an econometric model that produces a cuantitanive assessment of country credit rid:and the qualitative assessment of the CRAM reiults - which integrates political riuk and cthcr risk facters nat fully capared by the CRAM. The two components are cumbined and clawified into one of cight rick categories (07). Countries avigned to calcgories of-1 have the lowed possible ritk assessintem and ase assigned a risk weight of 0 pereent. Appendiv 13E Cotculating Rail Dused Cupter Rotion Under the Bavel III riuk tased capital plan, each DI acsipns its assets to one of several categohies of crodit rick expovure. Tahe 13-3n lists the key categonies and assets in theie categories TABLE 13-28 Riak Weights for Calculating Ritk Weighted Assets for On Balance- Sheet: Items under Basel titt banks (MDEs) MDBA 3. Exposeres to fovemment toposiered cetities (GSFa) An ecporare to preficred stack haved by a GSE 4. Exposures to depoitery lastituthase, ford gn hanls, and credit unieas Esposures to foreipn bunke CRC of a-1 CREC of 2 Clec of 3 Crec of 47 OliCD member wiah no Crec Non OECD mernber with au CRC Sevireige defaitt 5. Esposures ta peblicesector entities (PSFa) Clenerat colligatio cuporures to US. PSE creciof 0.1 Gice at 2 Cxeat Cre of 47 OECD nacmber will no CKC: A bank's balance sheet information is shown below (in $000 ) What is the bank's risk-weighted asset base? (Do not round your intermediate calculations. Round your answer to the nearest whole dollar amount. (e,9,32))
