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 ) $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 1 4 family home mortgages, category 1, loan to value ratio 80 $10 million 1 4 family home mortgages, category 2, loan to value ratio 95 $5 million 1 4 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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Posted on Jul 22, 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.)

$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 1-4 family home mortgages, category 1, loan-to-value ratio 80%.
$10 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%.
$5 million 1-4 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.