Question
What is the contribution to the asset base of the following items under the Basel III requirements? (Leave no cells blank - be certain to
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 "0" wherever required. Enter your answers in dollars not in millions.) a. $9 million cash reserves. b. $38 million 91-day U.S. Treasury bills. c. $19 million cash items in the process of collection. d. $5 million U.K. government bonds, OECD CRD rated 1. e. $5 million French short-term government bonds, OECD CRD rated 2. f. $1 million general obligation bonds. g. $50 million repurchase agreements (against U.S. Treasuries). h. $4 million loan to foreign bank, OECD rated 3. i. $380 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. l. $380 million commercial and industrial loans, AAA rated. m. $380 million commercial and industrial loans, B- rated. n. $100,000 performance-related standby letters of credit to a AAA rated corporation. o. $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds. p. $7 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. $3 million bankers acceptance conveyed to a U.S., AA rated corporation. s. $16 million three-year loan commitment to a private agent. t. $16 million three-month loan commitment to a private agent. u. $32 million standby letter of credit to back an A rated corporate issue of commercial paper. v. $2 million five-year interest rate swap with no current exposure. w. $7 million two-year currency swap with $600,000 current exposure
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