What is the bank's risk-adjusted asset base?

Sovereign Counterparty

A bank's balance sheet  information is shown below (in $000).

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On-Balance-Sheet Items Face Value Cash Short-term government securities (< 92 days.) Long-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 rated2 General obligation municipals S 121.600 5,400 414,400 9.800 159,000 937,900 1.640,000 170,000 26,500 112.900 laims on or guaranteed by federal a Municipal revenue bonds Residential mortgages, category 1 loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment 5,000,000 4.667,669 11.600 455,000 Conversion Face Value Off-Balance-Sheet Items: Factor U.S. Government Counterparty commitments <1 year 1-5 year 20% $ 300 50 1.140 Standby letters of credit Performance-related Direct-credit substitute 50 100 200 100 U.S. Depository Institutions Counterparty Loan commitments < 1 year > 1 year 20 50 100 3,000 Standby letters of credit Performance-related Direct-credit substitute 50 100 20 200 56,400 400 Commercial letters of credit State and Local Government Counterparty (revenue municipals) commitments: > 1 year Performance-related 50% 100 Standby letters of credit: 50 135.400 Corporate Customer Counterparty Loan commitments 20 3,212,400 50 3,046,278 ear > 1 year Conversion Face Factor Value Off-Balance-Sheet Items: Standby letters of credit Performance-related Direct-credit substitute 50 100 20 101543 490.900 78,978 Commercial letters of credit Loan commitments, OECD CRC rated 1: I year 20 50 ,225.400 110,500 Sovereign Counterparty Loan commitments, OECD CRC rated 2: I year 20 50 85,000 115,500 Sovereign Counterparty Loan commitments, OECD CRC rated 7: > 1 year 50 30,000 Interest rate market contracts (current exposure assumed to be zero) 1-5 year (notional amount) 2,000 5,000 0.5