undefined

QUESTION 24 B4 On a scrap paper, make the calculations necessary to answer the questions below. Then use your draft to fill the following multiple blanks. The scrap paper will not be uploaded but needs to be kept for future reference. A bank has Risk-Weighted Assets (RWA) of $100,000 and total assets of $150,000. The bank's regulatory capital is shown in the table below. The country applies a 0.5% countercyclical buffer. Basel III capital regulation applies. Common Equity Tier 1 (CET1) Additional Tier 1 Tier 2 $5,500 $1,000 $3,000 The actual Tier 1 capital ratio of this bank is Round up your result to 3 decimal place. Do not show the calculations. The required amount of CET1 capital to meet the CET1 minimum requirement is . Do not type the $ sign. This bank meets the minimum capital requirements Type Ffor fully P for partially or N for not at all. The additional amount of CET1 (on top of the required CET1 above) required to meet the Tier 1 minimum requirement is . Do not type the$sign. The amount of free CET1 capital after meeting the Basel III minimum capital requirements is Do not type the $ sign. This bank meets the conservation buffer Type Y for Yes, N for No, or ? if the question does not provide enough information to conclude. On the basis of the information above, the bank will be asked to Type 1 if the bank needs to restructure its assets. Type 2 if the bank needs to reduce the payment of bonuses to its employees Type 3if no action is required. Imagine that the Northern Territory government credit rating is downgraded by Moody's to A1. Using the table of conversion provided here Basel || Ill risk weights_grade and weight.pdf, Indicate the credit rating grade associated with lending to the Northern Territory government Only type a number Indicate the risk weight that should be used for that asset when calculating RWA %. If the weight is 20% type 120