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What is the contribution to the asset base of the following items under the Basel III requirements? (LG 13-7) $10 million cash reserves. $50 million
What is the contribution to the asset base of the following items under the Basel III requirements? (LG 13-7)
$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 14 family home mortgages, category 1, loan-to-value ratio 80 percent.
$10 million 14 family home mortgages, category 2, loan-to-value ratio 95 percent.
$5 million 14 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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