Suppose that the assets of a bank consist of $500 million of loans to BBB-rated corporations. The PD for the corporations is estimated as 0.3%. The average maturity is 3 years and the LGD is 60%. What is the risk-weighted assets for credit risk under the Basel II advanced IRB approach? How much Tier 1 and Tier 2 capital is required. How does this compare with the capital required under the Basel II standardized approach and under Basel I?