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u. $36 million standby letter of credit to back an A rated corporate issue of commercial paper. v. $6 million five-year interest rate swap with
| u. | $36 million standby letter of credit to back an A rated corporate issue of commercial paper. |
| v. | $6 million five-year interest rate swap with no current exposure. |
| w. | $9 million two-year currency swap with $800,000 current exposure. |
| What is the contribution to the asset base of the following items under the Basel III requirements? |
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Financial Markets and Institutions
Authors: Anthony Saunders, Marcia Cornett
6th edition
9780077641849, 77861663, 77641841, 978-0077861667
