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On-Balance-Sheet Items Face Value Cash $ 130,600 Short-term government securities ( <92 days) 6,300 Long-term government securities (>92 days) 423,400 Federal Reserve stock 10,700 Repos
On-Balance-Sheet Items | Face Value |
---|---|
Cash | $ 130,600 |
Short-term government securities (<92 days) | 6,300 |
Long-term government securities (>92 days) | 423,400 |
Federal Reserve stock | 10,700 |
Repos secured by federal agencies | 168,000 |
Claims on U.S. depository institutions | 946,900 |
Loans to foreign banks, OECD CRC rated 2 | 1,730,000 |
General obligation municipals | 179,000 |
Claims on or guaranteed by federal agencies | 27,400 |
Municipal revenue bonds | 121,900 |
Residential mortgages, category 1, loan-to-value ratio 75% | 5,900,000 |
Commercial loans | 5,567,669 |
Loans to sovereigns, OECD CRC rated 3 | 12,500 |
Premises and equipment | 464,000 |
Off-Balance-Sheet Items | Conversion Factor (%) | Face Value |
---|---|---|
U.S. Government Counterparty | ||
Loan commitments: | ||
<1 year | 20 | $ 300 |
15 year | 50 | 1,140 |
Standby letters of credit: | ||
Performance-related | 50 | 200 |
Direct-credit substitute | 100 | 100 |
U.S. Depository Institutions Counterparty | ||
Loan commitments: | ||
<1 year | 20 | 100 |
>1 year | 50 | 3,000 |
Standby letters of credit: | ||
Performance-related | 50 | 200 |
Direct-credit substitute | 100 | 56,400 |
Commercial letters of credit | 20 | 400 |
State and Local Government Counterparty (revenue municipals) | ||
Loan commitments: | ||
>1 year | 50 | 100 |
Standby letters of credit: | ||
Performance-related | 50 | 135,400 |
Corporate Customer Counterparty | ||
Loan commitments: | ||
<1 year | 20 | 3,212,400 |
>1 year | 50 | 3,046,278 |
Standby letters of credit: | ||
Performance-related | 50 | 101,543 |
Direct-credit substitute | 100 | 490,900 |
Commercial letters of credit | 20 | 78,978 |
Sovereign Counterparty | ||
Loan commitments, OECD CRC rated 1: | ||
<1 year | 20 | 110,500 |
>1 year | 50 | 1,225,400 |
Sovereign Counterparty | ||
Loan commitments, OECD CRC rated 2: | ||
<1 year | 20 | 85,000 |
>1 year | 50 | 115,500 |
Sovereign Counterparty | ||
Loan commitments, OECD CRC rated 7: | ||
>1 year | 50 | 30,000 |
Interest rate market contracts (current exposure assumed to be zero): | ||
<1 year (notional amount) | 0 | 2,000 |
>15 year (notional amount) | 0.5 | 5,000 |
The answer is not 9,609,129
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