Under the Bavel III riak tased capital plan, each DI acigign its awets to one of several categonies of crodit rick eypoture. Table 13-28 lists the ley categones and acvets in theie categories. TABLE 13-28 Risk Weights for Calculating Piak. Wrighted Assets for On-Balance sheet. thems under Basel it banks (MDEs) MDA Appendix rie Coiculating Rish Bosedf Coptal fortios Source Feceral Regitte, Va. 78, Na 196. Ofoce of the Comptraller of the Cuaency, Department of the Treasur, October 11,2013. Rivk weights, for sovereigo exposeres are determined aving OECD forganization for Economic Coopcration and Developaicat) covintry risil classifications (CRCc) 2A wist crcign is a central goverament (including the t. 5. gowcrmment) or an agency, department, ministry, of central bank of a ceneral goverament. The OECD CRCr asects a country's credit risk using two basic components: the counry risk assessmest model (CRAM)an coonometric model that produces a quantitative assesmient of country credit ridand the qualitative avessment of abe CRAM results- which integrates political riuk and cthcr risk facters nat fully captured by the CRAM. The two componcets are cumbioed and clawsified into anc of cight rist categories (07). Coundriet asugned to calcgories 0-1 have the lowest possible rick assessinteat and ase assigned a risk weight of 0 percent. What is the contribution to the asset base of the following items under the Basel lill requirements? (Leave no cells blank-be certain to enter " 0 " wherever required. Enter your answers in dollars not in millions.) a. $5 mittion cash reserves. b. $30 million 91 -day U.S. Treasury bills c. $15 million cash thems in the process of collection. d. $3 million UK government bonds, OECD CRD rated 1 e. $3 million French short-term government bonds, OECD CRD rated 2 . f. $2 million general obligation bonds. 9. $40 million repurchase ogreements (against US. Treasuries). h. $3 milion loon to foreign benk, OECD roted 3 i. $300 million 14 family home morigages, category 1, loan-to-value ratio 80% J. $5 million 1.4 family home mortgages, category 2, loan-to-value rotio 95% k. $3 miltion 1-4 family home mortgages, 100 days post due. 1. $300 million commerciol and industrial loans, AMA tated. m.$300 miltion commercial and industrial loans, Brated. n. $200,000 performance-telated standby letters of credit to a AAA-rated corporation 0. $200.000 performance-related standby letters of credit to a municipality issuifig geral obligation bonds. p. $7 miltion commercial letter of credit to a foreign bank, OECD CRC rated 2 q. $4 million five year loan commitment to a foreign government, OECD CRC rated 1 t. $3 mililion bankers acceptance conveyed to a U.S AA.rated corporation. 5. $19 militon three-year loon commitment to a private agent t. $19 million three-month loan commitiment to a pivate agent u. $38 million standby letter of credit to back an A.rated corporate issue of commercial poper v. $6 million fiveyear interest rate swop with no current exposure w. $4 million twoyear currency swap with $300.000 current exposure. Under the Bavel III riak tased capital plan, each DI acigign its awets to one of several categonies of crodit rick eypoture. Table 13-28 lists the ley categones and acvets in theie categories. TABLE 13-28 Risk Weights for Calculating Piak. Wrighted Assets for On-Balance sheet. thems under Basel it banks (MDEs) MDA Appendix rie Coiculating Rish Bosedf Coptal fortios Source Feceral Regitte, Va. 78, Na 196. Ofoce of the Comptraller of the Cuaency, Department of the Treasur, October 11,2013. Rivk weights, for sovereigo exposeres are determined aving OECD forganization for Economic Coopcration and Developaicat) covintry risil classifications (CRCc) 2A wist crcign is a central goverament (including the t. 5. gowcrmment) or an agency, department, ministry, of central bank of a ceneral goverament. The OECD CRCr asects a country's credit risk using two basic components: the counry risk assessmest model (CRAM)an coonometric model that produces a quantitative assesmient of country credit ridand the qualitative avessment of abe CRAM results- which integrates political riuk and cthcr risk facters nat fully captured by the CRAM. The two componcets are cumbioed and clawsified into anc of cight rist categories (07). Coundriet asugned to calcgories 0-1 have the lowest possible rick assessinteat and ase assigned a risk weight of 0 percent. What is the contribution to the asset base of the following items under the Basel lill requirements? (Leave no cells blank-be certain to enter " 0 " wherever required. Enter your answers in dollars not in millions.) a. $5 mittion cash reserves. b. $30 million 91 -day U.S. Treasury bills c. $15 million cash thems in the process of collection. d. $3 million UK government bonds, OECD CRD rated 1 e. $3 million French short-term government bonds, OECD CRD rated 2 . f. $2 million general obligation bonds. 9. $40 million repurchase ogreements (against US. Treasuries). h. $3 milion loon to foreign benk, OECD roted 3 i. $300 million 14 family home morigages, category 1, loan-to-value ratio 80% J. $5 million 1.4 family home mortgages, category 2, loan-to-value rotio 95% k. $3 miltion 1-4 family home mortgages, 100 days post due. 1. $300 million commerciol and industrial loans, AMA tated. m.$300 miltion commercial and industrial loans, Brated. n. $200,000 performance-telated standby letters of credit to a AAA-rated corporation 0. $200.000 performance-related standby letters of credit to a municipality issuifig geral obligation bonds. p. $7 miltion commercial letter of credit to a foreign bank, OECD CRC rated 2 q. $4 million five year loan commitment to a foreign government, OECD CRC rated 1 t. $3 mililion bankers acceptance conveyed to a U.S AA.rated corporation. 5. $19 militon three-year loon commitment to a private agent t. $19 million three-month loan commitiment to a pivate agent u. $38 million standby letter of credit to back an A.rated corporate issue of commercial poper v. $6 million fiveyear interest rate swop with no current exposure w. $4 million twoyear currency swap with $300.000 current exposure