Refer to Table 13-28. What is the contribution to the asset base of the following items under the Basel Ill requirements? (Leave no cells blank - be certain enter "o" wherever required. Enter your answers in dollars not in millions.) a. $9 million cash reserves. b. $48 million 91-day U.S. Treasury bills. c. $24 million cash items in the process of collection d. $5 million UK government bonds, OECD CRD rated 1 e. $5 million French short-term government bonds. OECD CRD rated 2. 1. $2 million general obligation bonds. 9. $20 million repurchase agreements (against U.S. Treasuries). h. $4 million loan to foreign bank, OECD rated 3. 1. $480 million 1-4 family home mortgages, category 1, loan-to-value ratio 80% J. $9 million 1-4 family home mortgages category 2. loan-to-value ratio 95%. k. $5 million 1-4 family home mortgages. 100 days past due I. $480 million commercial and industrial loans, AAA-rated. m. $480 million commercial and Industrial loans, B-rated n. $200,000 performance-related standby letters of credit to a AAA-rated corporation o. $200.000 performance-related standby letters of credit to a municipality issuing general obligation bonds, p. $9 million commercial letter of credit to a foreign bank. OECD CRC rated 2 q.$3 million five-year loan commitment to a foreign government, OECD CRC rated 1 r. 59 million bankers' acceptance conveyed to a U.S. AA-rated corporation, S. $ 17 million three-year loan commitment to a private egent t. $17 million three-month loan commitment to a private agent. u. S34 million standby letter of credit to back an A-rated corporate Issue of commercial paper V. $7 million five-year Interest rate swap with no current exposure W. $3 million two-year currency swap with $200.000 current exposure. Refer to Table 13-28 What is the contribution to the asset base of the following items under the Basel Ill requirements? (Leave no cells blank.be certain to enter"0" wherever required. Enter your answers in dollars not in millions.) a. $9 million cash reserves. b. $48 million 91-day U.S. Treasury bills. c. $24 million cash items in the process of collection d. $5 million UK government bonds. OECD CRD rated 1. c. $5 million French short-term government bonds, OECD CRD rated 2 1. $2 million general obligation bonds 9. $20 million repurchase agreements (against U.S. Treasurles). h. $4 million loan to foreign bank, OECD rated 3. 1. $480 million 1-4 family home mortgages, category 1. loan-to-value ratio 80% J. $9 million 1-4 family home mortgages, category 2. loan-to-value ratio 95%. k. $5 million 1-4 family home mortgages. 100 days past due. 1. $480 million commercial and Industrial loans, AAA-rated, m. $480 million commercial and Industrial loans, B-rated n. $200,000 performance-related standby letters of credit to a AAA-rated corporation o. $200,000 performance-related standby letters of credit to a municipality issuing general obligation bonds. p. $9 million commercial letter of credit to a foreign bank, OECD CRC rated 2 q. $3 million five-year loan commitment to a foreign government OECD CRC rated 1 r. $9 million bankers' acceptance conveyed to a U.S. AA-rated corporation S. $17 million three-year loan commitment to a private agent t. 17 million three-month loan commitment to a private agent u. $34 million standby letter of credit to back an A-rated corporate issue of commercial paper V. $7 million five-year interest rate swap with no current exposure W. S3 million two-year currency swap with $200,000 current exposure
