What are the risk-adjusted on-balance-sheet assets of the bank as defined under the Basel III?

This is literally all the information that I have for this problem hence why I need help.

A bank has the following balance sheet in $M Assets Cash Treasury securities Residential mortgages, category 1, 70% LTV Consumer Loans Loan Loss Reserves Total Assets $M Liabilities & Equity 200 Retail Deposits 150 Subordinated Debt 500 Common Stock 250 Retained Earnings -125 Noncumulative perpetual preferred stock 975 Total Liabilities & Equity SM 775 75 65 40 20 975 Off-Balance Sheet $35M Commercial direct-credit substitute standby letters of credit to a public corporation $65M 5-year FX forward contracts -out-of-the-money by $3M A bank has the following balance sheet in $M Assets Cash Treasury securities Residential mortgages, category 1, 70% LTV Consumer Loans Loan Loss Reserves Total Assets $M Liabilities & Equity 200 Retail Deposits 150 Subordinated Debt 500 Common Stock 250 Retained Earnings -125 Noncumulative perpetual preferred stock 975 Total Liabilities & Equity SM 775 75 65 40 20 975 Off-Balance Sheet $35M Commercial direct-credit substitute standby letters of credit to a public corporation $65M 5-year FX forward contracts -out-of-the-money by $3M