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1. Kupesures te severeigns Expouiss to the US, sourrmineat 0 acticy The pertice of an exponure that is dificity asd unconatiobonally guaranical the 6 i
1. Kupesures te severeigns Expouiss to the US, sourrmineat 0 acticy The pertice of an exponure that is dificity asd unconatiobonally guaranical the 6 i poverninch, its coetal bank, of a US coverement a crency Che wo-1 CRC or 2 coc of 3 che or 4 -b concies 7 CFCD member with no CHC: NistofD noember aith no CRC Sovmcien definili hask (Mtolh) 0 20 50 100 150 0 100 190 MDin cinc ar o I crictiof Ctre if 47 Sherrign it tast che of oi: chere of fiug of 6 20 100 (21) 40 20 50 wivi 110 to 100 140 (20) 30 80 in 100 ine 30 Bypovires (in Nive.OFCD incmber with eo CRC Sonereim dafaul - Hercane obfigatics exposares to non-US. PSEx: CRC of 0.1 Ct2 ot 27 CRCor 47 OECD menter with no CRC Non-OFCD enther with no CRC Spritien defimli 6. Carperate ceponars All corporate exposures, incliding bonds and loum 7. Restential mertgage exposurn and that are not recelacturd ur modifind) An IIVChil expowar 11. Oelier anots lon log 50 100 150 50 100 150 30 $9 160 150 What is the contribution to the asset base of the following items under the Basel III requirements? (Leave no cells b enter " O " wherever required. Enter your answers in dollars not in millions.) a. $5 million cash reserves. b. $30 million 91 -day U.S. Treasury bills. c. $15 million cash items in the process of collection. d. $3 million UK government bonds, OECD CRD rated 1 . e. \$3 million French short-term government bonds, OECD CRD rated 2. f. $1 million general obligation bonds. g. \$20 million repurchase agreements (against U.S. Treasuries). h. $3 million loan to foreign bank, OECD rated 3. i. $300 million 1.4 family home mortgages, category 1 , loan-to-value ratio 80%. j. $5 million 1.4 family home mortgages, category 2 , loan-to-value ratio 95%. k. $3 million 1.4 family home mortgages, 100 days past due. l. $300 million commercial and industrial loans, AAA-rated. m. \$300 million commercial and industrlal loans, B-rated. n. $100,000 performance-related standby letters of credit to a AAA-rated corporation. o. $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds. p. $5 million commercial letter of credit to a foreign bank, OECD CRC rated 2. q. \$1 million five-year loan commitment to a foreign government, OECD CRC rated 1. r. \$4 million bankers' acceptance conveyed to a U.S. AA-rated corporation. s. $18 million three-year loan commitment to a private agent. t. $18 million three-month loan commitment to a private agent. u. \$36 million standby letter of credit to back an A-rated corporate issue of commercial paper. v. $6 million five-year interest rate swap with no current exposure. w. $9 million two-year currency swap with $800,000 current exposure. Mex G(in Prov 6 of 8 Noxt
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