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What is the contribution to the asset base of the following items under the Basel Il requirements? (Leave no cells blank - be certain to

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What is the contribution to the asset base of the following items under the Basel Il requirements? (Leave no cells blank - be certain to enter "o" wherever required. Enter your answers in dollars not in millions.) a. $10 million cash reserves b. $60 million 91-day U.S. Treasury bills. c. $30 million cash items in the process of collection d. $5 million UK government bonds, OECD CRD rated 1. e. $5 million French short-term government bonds, OECD CRD rated 2 1. $2 million general obligation bonds 9. $40 million repurchase agreements (against U.S. Treasurles), h. $3 million loan to foreign bank. OECD rated 3. 1. $600 million 1-4 family home mortgages, category 1, loon-to-value ratio 80% J. $10 million 1-4 family home mortgages, category 2. loan-to-value ratio 95% K. $5 million 1-4 family home mortgages, 100 days past due. 1. $600 million commercial and Industrial loans, AAA-rated, m. $600 million commercial and industrial loans, B-rated, n. $200,000 performance-related standby letters of credit to a AAA rated corporation o. $200,000 performance-related standby letters of credit to a municipality issuing general obligation bonds. p. $6 million commercial letter of credit to a foreign bank. OECD CRC rated 2 4. $3 million five-year loan commitment to a foreign government, OECD CRC rated 1. 1. $8 million bankers' acceptance conveyed to a U.S. AA-rated corporation S. $15 million three-year loan commitment to a private agent t. $15 million three-month loan commitment to a private agent. u. $30 million standby letter of credit to back on A-rated corporate issue of commercial paper v. $4 million five year interest rate swap with no current exposure. W. $8 million two-year currency swap with $700,000 Current exposure. Basel III Asset Base a. 0 b. 0 c. 20 d. 0 e. 20 f. 20 g. h. 20 50 50 i. j. k. 200 150 1. 100 m. 100 n. 0. o p. 100 20 20 ON: 9. r. r. 100 20 S. t. t u. 100 V. W

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