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A bank's balance sheet information is shown below (in $000). On-Balance-Sheet Items Cash Short-term government securities (92 days) Federal Reserve stock Repos secured by federal
A bank's balance sheet information is shown below (in $000). On-Balance-Sheet Items Cash Short-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 rated 2 General obligation municipals Claims on or guaranteed by federal agencies Municipal revenue bonds Residential mortgages, category 1, loan-to-value ratio 75% Commercial loans Loans to sovereigns, OECD CRC rated 3 Premises and equipment Off-Balance-Sheet Items U.S. Government Counterparty Loan commitments: 1 year Standby letters of credit: Performance-related Direct-credit substitute Commercial letters of credit State and Local Government Counterparty (revenue municipals) Loan commitments: >1 year Standby letters of credit: Performance-related Corporate Customer Counterparty Loan commitments: 1 year C+andhu latter nf credit. Conversion Factor (%) 20 50 50 100 20 50 50 100 20 50 50 20 50 Face Value $ 300 1,140 200 100 100 3,000 200 56,400 400 100 135,400 3,212,400 3,046,278
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