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

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Posted on Oct 03, 2024

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.)

$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