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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.)

  1. $10 million cash reserves.
  2. $50 million 91-day U.S. Treasury bills.
  3. $25 million cash items in the process of collection.
  4. $5 million UK government bonds, OECD CRD rated 1.
  5. $5 million French short-term government bonds, OECD CRD rated 2.
  6. $1 million general obligation bonds.
  7. $40 million repurchase agreements (against U.S. Treasuries).
  8. $2 million loan to foreign bank, OECD rated 3.
  9. $500 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%.
  10. $10 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%.
  11. $5 million 1-4 family home mortgages, 100 days past due.
  12. $500 million commercial and industrial loans, AAA-rated.
  13. $500 million commercial and industrial loans, B-rated.
  14. $100,000 performance-related standby letters of credit to a AAA-rated corporation.
  15. $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds.
  16. $7 million commercial letter of credit to a foreign bank, OECD CRC rated 2.
  17. $3 million five-year loan commitment to a foreign government, OECD CRC rated 1.
  18. $8 million bankers acceptance conveyed to a U.S. AA-rated corporation.
  19. $17 million three-year loan commitment to a private agent.
  20. $17 million three-month loan commitment to a private agent.
  21. $30 million standby letter of credit to back an A-rated corporate issue of commercial paper.
  22. $4 million five-year interest rate swap with no current exposure.
  23. $6 million two-year currency swap with $500,000 current exposure.

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