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.) $10 million cash reserves. $50 million 91-day U.S. Treasury bills. $25 million cash items in the process of collection. $5 million UK government bonds, OECD CRD rated 1. $5 million French short-term government bonds, OECD CRD rated 2. $1 million general obligation bonds. $40 million repurchase agreements (against U.S. Treasuries). $2 million loan to foreign bank, OECD rated 3. $500 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%. $10 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%. $5 million 1-4 family home mortgages, 100 days past due. $500 million commercial and industrial loans, AAA-rated. $500 million commercial and industrial loans, B-rated. $100,000 performance-related standby letters of credit to a AAA-rated corporation. $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds. $7 million commercial letter of credit to a foreign bank, OECD CRC rated 2. $3 million five-year loan commitment to a foreign government, OECD CRC rated 1. $8 million bankers acceptance conveyed to a U.S. AA-rated corporation. $17 million three-year loan commitment to a private agent. $17 million three-month loan commitment to a private agent. $30 million standby letter of credit to back an A-rated corporate issue of commercial paper. $4 million five-year interest rate swap with no current exposure. $6 million two-year currency swap with $500,000 current exposure.
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