Question: Problem 1 3 - 1 3 ( LG 1 3 - 7 ) A bank s balance sheet information is shown below ( in $
Problem LG A banks balance sheet information is shown below in $ OnBalanceSheet ItemsFace ValueCash$ Shortterm government securities daysLongterm government securities daysFederal Reserve stockRepos secured by federal agenciesClaims on US depository institutionsLoans to foreign banks, OECD CRC rated General obligation municipalsClaims on or guaranteed by federal agenciesMunicipal revenue bondsResidential mortgages, category loantovalue ratio Commercial loansLoans to sovereigns, OECD CRC rated Premises and equipment OffBalanceSheet ItemsConversion Factor Face ValueU.S Government CounterpartyLoan commitments: year$ yearStandby letters of credit:PerformancerelatedDirectcredit substituteUS Depository Institutions CounterpartyLoan commitments: year yearStandby letters of credit:PerformancerelatedDirectcredit substituteCommercial letters of creditState and Local Government Counterparty revenue municipalsLoan commitments: yearStandby letters of credit:PerformancerelatedCorporate Customer CounterpartyLoan commitments: year yearStandby letters of credit:PerformancerelatedDirectcredit substituteCommercial letters of creditSovereign CounterpartyLoan commitments, OECD CRC rated : year yearSovereign CounterpartyLoan commitments, OECD CRC rated : year yearSovereign CounterpartyLoan commitments, OECD CRC rated : yearInterest rate market contracts current exposure assumed to be zero: year notional amount year notional amount To be adequately capitalized, what are the banks CET Tier I, Tier II and total riskbased capital requirements under Basel III? Note: Round your answers to the nearest whole dollar amount. eg
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