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What is the contribution to the asset base of the following items under the Basel Ill requirements? (Leave no cells blank-be certain to enter
What is the contribution to the asset base of the following items under the Basel Ill 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 UK 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 US 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 1.$420 million commercial and industrial loans, AAA rated m. $420 million commercial and industrial loans, B-foted 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, OECD CRC rated 1 r. $9 million bankers' acceptance conveyed to a US. AA-rated corporation s. $14 million three-year loan commitment to a private agent 1. $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 swap with no current exposure w. $9 million two-year currency swap with $800,000 current exposure.
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