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

Used for answers to 1-4

Don't use plagiarized sources. Get Your Custom Essay on
Just from $13/Page
Order Essay

On Balance Sheet ItemsFace ValueWeightValue

Cash  $121,6000%$0

Short-term government securities (

Long-term government securities (>92 days) 414,4000%$0

Federal Reserve stock9,8000%$0

Repos secured by federal agencies159,00020%$31,800

Claims on U.S. depository institutions937,90020%$187,580

Loans to foreign banks, OECD CRC rated 21,640,00020%$328,000

General obligations municipals170,00020%$34,000

Claims on or guaranteed by federal agencies26,50020%$5,300

Municipal revenue bonds112,90050%$56,450

Residential mortgages,

category 1, loan-to-value ratio 75%5,000,00050%$2,500,000

Commercial loans4,667,669100%$4,667,669

Loans to sovereigns, OECD CRC rated 3.11,60050%$5,800

Premises and equipment455,000100%$455,000

ConversionFaceCredit-Equivalent              Risk-Adjusted

Off Balance Sheet Items:FactorValueAmountAsset Value

U.S. Government Counterparty

Loan commitments:

< 1=””>

1-5 year50%1,1405700

Standby letters of credit:


Direct-credit substitute100%1001000

U.S. Depository InstitutionsCounterparty

Loan commitments:

< 1=””>

> 1 year50%3,0001,5001300

Standby letters of credit:


Direct-credit substitute100%56,40056,40011,280

Commercial letters of credit:20%4008016

State and Local Government Counterparty

(revenue municipals)

Loan commitments:

>1 year50%1005025

Standby letters of credit:


Corporate Customer Counterparty

Loan commitments:

< 1=””>

>1 year 50%3,046,2781,523,1391,523,139

Standby letters of credit:


Direct-credit substitute100%490,900490,900490,9000

Commercial letters of credit:20%78,97815,79615,796

Sovereign Counterparty

Loan commitments, OECD CRC rated 1:

< 1=””>

>1 year 50%1,225,400612,7000

Sovereign Counterparty

Loan commitments, OECD CRC rated 2:

< 1=””>

>1 year 50%115,50057,75011,500

Sovereign Counterparty

Loan commitments, OECD CRC rated 7:

>1 year. 50%30,00015,00022,500

Interest rate market contracts:

(current exposure assumed to be zero.)

< 1=”” year=”” (notional=””>

> 1-5 year (notional amount) 0.5%5,0002525

1.What is the banks risk-adjusted asset base under Basel III?

Place Order
Grab A 14% Discount on This Paper
Pages (550 words)
Approximate price: -
Paper format
  • 275 words per page
  • 12 pt Arial/Times New Roman
  • Double line spacing
  • Any citation style (APA, MLA, Chicago/Turabian, Harvard)

Try it now!

Grab A 14% Discount on This Paper

Total price:

How it works?

Follow these simple steps to get your paper done

Place your order

Fill in the order form and provide all details of your assignment.

Proceed with the payment

Choose the payment system that suits you most.

Receive the final file

Once your paper is ready, we will email it to you.