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.$)$

$$5$ million cash reserves.

$$40$ million $91-$day U$.$S$.$ Treasury bills.

$$20$ million cash items in the process of collection.

$$3$ million UK government bonds, OECD CRD rated $1.$

$$3$ million French short$-$term government bonds, OECD CRD rated $2.$

$$1$ million general obligation bonds.

$$10$ million repurchase agreements $($against U$.$S$.$ Treasuries$).$

$$2$ million loan to foreign bank, OECD rated $3.$

$$400$ million $1-4$ family home mortgages, category $1,$ loan$-$to$-$value ratio $80\%.$

$$5$ million $1-4$ family home mortgages, category $2,$ loan$-$to$-$value ratio $95\%.$

$$3$ million $1-4$ family home mortgages, $100$ days past due.

$$400$ million commercial and industrial loans, AAA$-$rated.

$$400$ 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.

$$5$ million commercial letter of credit to a foreign bank, OECD CRC rated $2.$

$$1$ million five$-$year loan commitment to a foreign government, OECD CRC rated $1.$

$$5$ million bankers$$ acceptance conveyed to a U$.$S$.$ AA$-$rated corporation.

$$15$ million three$-$year loan commitment to a private agent.

$$15$ 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.

$$5$ million five$-$year interest rate swap with no current exposure.

$$8$ million two$-$year currency swap with $$700,000$ current exposure.

Exposures

Risk Weight

$($in percent$)$

$1.$ Exposures to sovereigns

Exposures to the U$.$S$.$ government:

An exposure to the U$.$S$.$ government, its central bank, or a U$.$S$.$ government

agency

$0$

The portion of an exposure that is directly and unconditionally guaranteed by

the U$.$S$.$ government, its central bank, or a U$.$S$.$ government agency

$0$

The portion of an exposure that is conditionally guaranteed by the U$.$S$.$

government, its central bank, or a U$.$S$.$ government agency

$20$

Other sovereign exposures:

CRC of $0-10$

CRC of $220$

CRC of $350$

CRC of $4-6100$

CRC of $7150$

OECD member with no CRC $0$

Non$-$OECD member with no CRC $100$

Sovereign default $150$

$2.$ Exposures to certain supranational entities and multilateral development

banks $($MDBs$)$

An exposure to the BIS, the ECB, the European Commission, the IMF, or an

MDB

$0$

$3.$ Exposures to government$-$sponsored entities $($GSEs$)$

An exposure to a GSE other than an equity exposure or preferred stock $20$

An exposure to preferred stock issued by a GSE $100$

$4.$ Exposures to depository institutions, foreign banks, and credit unions

Exposures to U$.$S$.$ depository insitutions and credit unions $20$

Exposures to foreign banks:

CRC of $0-120$

CRC of $250$

CRC of $3100$

CRC of $4-7150$

OECD member with no CRC $20$

Non$-$OECD member with no CRC $100$

Sovereign default $150$

$5.$ Exposures to public$-$sector entities $($PSEs$)$:

General obligation exposures to U$.$S$.$ PSEs $20$

Revenue obligation exposures to U$.$S$.$ PSEs $50$

General obligation exposures to non$-$U$.$S$.$ PSEs:

CRC of $0-120$

CRC of $250$

CRC of $3100$

CRC of $4-7150$

OECD member with no CRC $20$