A bank's balance sheet information is shown below (in $000). On Balance Sheet...
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A bank's balance sheet information is shown below (in $000). On Balance Sheet Items Cash Short-term government securities (92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 137,600 7,000 430,400 11,400 175,000 953,900 1,800,000 186,000 28, 100 128,900 6,600,000 6, 267,669 13,200 471,000 Conversion Factor (%) Face Value Off Balance Sheet Items: U.S. Government Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: 1 year 20 50 3,212,400 3,046, 278 Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign counterparty Loan commitments, OECD CRC rated 1: 1 year 20 50 110,500 1,225,400 Sovereign counterparty 50 1,140 50 100 200 100 20 59 100 3,000 50 100 20 200 56,400 400 50 100 50 135,400 1-5 year Standby letters of credit: Performance-related Direct-credit substitute U.S. Depository Institutions Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign counterparty Loan commitments, OECD CRC rated 1: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 2: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year Interest rate market contracts (current exposure assumed to be zero): 1-5 year (notional amount) 20 50 3,212,400 3,046, 278 50 100 20 101,543 490,900 78,978 20 50 110,500 1,225,400 20 50 85,000 115,500 50 30,000 0 0.5 2,000 5,000 To be adequately capitalized, what are the bank's CET1, Tier I, and Tier II requirements under Basel III? (Round your answer to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Tier Il capital A bank's balance sheet information is shown below (in $000). On Balance Sheet Items Cash Short-term government securities (92 days) Federal Reserve stock Repos secured by federal agencies Claims on U.S. depository institutions Loans to foreign banks, OECD CRC rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Face Value $ 137,600 7,000 430,400 11,400 175,000 953,900 1,800,000 186,000 28, 100 128,900 6,600,000 6, 267,669 13,200 471,000 Conversion Factor (%) Face Value Off Balance Sheet Items: U.S. Government Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: 1 year 20 50 3,212,400 3,046, 278 Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign counterparty Loan commitments, OECD CRC rated 1: 1 year 20 50 110,500 1,225,400 Sovereign counterparty 50 1,140 50 100 200 100 20 59 100 3,000 50 100 20 200 56,400 400 50 100 50 135,400 1-5 year Standby letters of credit: Performance-related Direct-credit substitute U.S. Depository Institutions Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit Sovereign counterparty Loan commitments, OECD CRC rated 1: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 2: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 7: >1 year Interest rate market contracts (current exposure assumed to be zero): 1-5 year (notional amount) 20 50 3,212,400 3,046, 278 50 100 20 101,543 490,900 78,978 20 50 110,500 1,225,400 20 50 85,000 115,500 50 30,000 0 0.5 2,000 5,000 To be adequately capitalized, what are the bank's CET1, Tier I, and Tier II requirements under Basel III? (Round your answer to the nearest whole dollar amount. (e.g., 32)) CET1 capital Tier I capital Tier Il capital
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