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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

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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 "O" wherever required. Enter your answers in dollars not in millions.) a. $13 million cash reserves. b. $56 million 91-day U.S. Treasury bills. c. $28 million cash items in the process of collection d. $7 million UK government bonds, OECD CRD rated 1 e. $7 million French short term government bonds. OECD CRD rated 2 f. $3 million general obligation bonds g. $10 million repurchase agreements (against U.S. Treasurles) h. $2 million loan to foreign bank. OECD rated 3 1.$560 million 1.4 family home mortgages, category 1. loan to value ratio 80%. J. $13 million 1-4 family home mortgages, category 2 loan to value ratio 95% k. $7 million 14 family home mortgages, 100 days past due 1. $560 million commercial and Industrial loans, AAA-rated, m. $560 million commercial and Industrial loans, B-rated. n. $300,000 performance-related standby letters of credit to a AAA-rated corporation o. $300.000 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 9. $4 million five year loan commitment to a foreign government OECD CRC rated 1 1. $8 million bankers' acceptance conveyed to a U.S. AA-rated corporation s. $12 million three-year loan commitment to a private agent t. $12 million three month loan commitment to a private agent u. $24 million standby letter of credit to back an A-lated corporate issue of commercial paper v. $7 million five year interest rate swap with no current exposure w. $7 million two-year currency swap with $600,000 current exposure Basel III Asset Base a 0 b. 0 C. mm I d. 0 e. f. g h i. . k 1 m n O p. 9 0 - S t u V w

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