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Refer to Table 1 3 2 8 . What is the contribution to the asset base of the following items under the Basel III requirements?
Refer to Table
What is the contribution to the asset base of the following items under the Basel III requirements? Leave no cells blank be certain to enter wherever required. Enter your answers in dollars not in millions.
$ million cash reserves.
$ million day US Treasury bills.
$ million cash items in the process of collection.
$ million UK government bonds, OECD CRD rated
$ million French shortterm government bonds, OECD CRD rated
$ million general obligation bonds.
$ million repurchase agreements against US Treasuries
$ million loan to foreign bank, OECD rated
$ million family home mortgages, category loantovalue ratio
$ million family home mortgages, category loantovalue ratio
$ million family home mortgages, days past due.
$ million commercial and industrial loans, AAArated.
$ million commercial and industrial loans, Brated.
$ performancerelated standby letters of credit to a AAArated corporation.
$ performancerelated standby letters of credit to a municipality issuing general obligation bonds.
$ million commercial letter of credit to a foreign bank, OECD CRC rated
$ million fiveyear loan commitment to a foreign government, OECD CRC rated
$ million bankers acceptance conveyed to a US AArated corporation.
$ million threeyear loan commitment to a private agent.
$ million threemonth loan commitment to a private agent.
$ million standby letter of credit to back an Arated corporate issue of commercial paper.
$ million fiveyear interest rate swap with no current exposure.
$ million twoyear currency swap with $ current exposure.
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