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.$6 million cash reserves.b.$42 million 91-day U.S. Treasury bills.c.$21 million cash items in the process of collection.d.$3 million U.K. government bonds, OECD CRD rated 1.e.$3 million French short-term government bonds, OECD CRD rated 2.f.$3 million general obligation bonds.g.$10 million repurchase agreements (against U.S. Treasuries).h.$4 million loan to foreign bank, OECD rated 3.i.$420 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%.j.$6 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%.k.$3 million 1-4 family home mortgages, 100 days past due.l.$420 million commercial and industrial loans, AAA rated.m.$420 million commercial and industrial loans, B- rated.n.$300,000 performance-related standby letters of credit to a AAA rated corporation.o.$300,000 performance-related standby letters of credit to a municipality issuing general obligation bonds.p.$4 million commercial letter of credit to a foreign bank, OECD CRC rated 2.q.$4 million five-year loan commitment to a foreign government, OECDCRC rated 1.r.$9 million bankers' acceptance conveyed to a U.S., AA rated corporation.s.$14 million three-year loan commitment to a private agent.t.$14 million three-month loan commitment to a private agent.u.$28 million standby letter of credit to back an A rated corporate issue of commercial paper.v.$3 million five-year interest rate swapwith no current exposure.w.$9 million two-year currency swap with $800,000 current exposure.
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