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Help 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 banka, OECD CRC rated 2 General obligation municipals claims on or guaranteed by federal agencies Municipal revenge bonds Residential mortgages, category 1, loan-to-value ratio 750 Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment 227 Face Value $ 129,600 6,200 422,400 10.600 167,000 945,900 1,720,000 178,000 27,300 120,900 5,800,000 5,467,669 12,400 463,000 Conversion Tactor (1) Face Value 20 50 $ 300 1,140 50 100 200 100 oft-Balance Sheet Items U.S. Government Counterparty toan commitmentes year Standby letters of credits Performance-related Direct-credit subtitute Comercial letters of credit State and Local Government Counterparty (revenue municipale) Loan commitments >1 year Standby letters of credit Performance-related Corporate Customer Counterparty Loan comitentas 1 year >1 year Standby Letters of credits Performance-related Direct-credit substitute Commercial letter of credit Sovereign counterparty Los commitments, OECD CRC rated 11 20 50 100 3.000 200 50 100 20 56,400 400 SO 100 50 135.400 20 50 3.212,400 3.046,270 56 2100 20 103,543 490,900 78,978 Seved Help Sav 100 20 56,400 400 50 100 50 135,400 > year 20 50 3,212,400 3,046,278 Direct-credit substitute Comercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credits Performance-related Corporate Customer Counterparty Loan commitments: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 2 year Sovereign counterparty Loan commitments, OECD CRC rated 7 > year Interest rate market contracte (corrent exposure and to be tro) 1-5 year (notional amount) 50 100 20 101,543 490,900 70,978 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, and total risk-based capital requirements under Basel ? (Round your answers to the nearest whole dollar amount. (.9.32)) CET capital Tier capital Total risk-based capital Help 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 banka, OECD CRC rated 2 General obligation municipals claims on or guaranteed by federal agencies Municipal revenge bonds Residential mortgages, category 1, loan-to-value ratio 750 Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment 227 Face Value $ 129,600 6,200 422,400 10.600 167,000 945,900 1,720,000 178,000 27,300 120,900 5,800,000 5,467,669 12,400 463,000 Conversion Tactor (1) Face Value 20 50 $ 300 1,140 50 100 200 100 oft-Balance Sheet Items U.S. Government Counterparty toan commitmentes year Standby letters of credits Performance-related Direct-credit subtitute Comercial letters of credit State and Local Government Counterparty (revenue municipale) Loan commitments >1 year Standby letters of credit Performance-related Corporate Customer Counterparty Loan comitentas 1 year >1 year Standby Letters of credits Performance-related Direct-credit substitute Commercial letter of credit Sovereign counterparty Los commitments, OECD CRC rated 11 20 50 100 3.000 200 50 100 20 56,400 400 SO 100 50 135.400 20 50 3.212,400 3.046,270 56 2100 20 103,543 490,900 78,978 Seved Help Sav 100 20 56,400 400 50 100 50 135,400 > year 20 50 3,212,400 3,046,278 Direct-credit substitute Comercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credits Performance-related Corporate Customer Counterparty Loan commitments: 1 year Sovereign counterparty Loan commitments, OECD CRC rated 2 year Sovereign counterparty Loan commitments, OECD CRC rated 7 > year Interest rate market contracte (corrent exposure and to be tro) 1-5 year (notional amount) 50 100 20 101,543 490,900 70,978 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, and total risk-based capital requirements under Basel ? (Round your answers to the nearest whole dollar amount. (.9.32)) CET capital Tier capital Total risk-based capital

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