Question
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. (e.g., 999,888,000))
| Contribution to Risk Weighted assets | ||
| a. | $24 million cash items in the process of collection. | $ |
| b. | $10 million repurchase agreements (against U.S. Treasuries). | $ |
| c. | $5 million 1-4 family home mortgages, 100 days past due. | $ |
| d. | $200,000 performance-related standby letters of credit to a municipality issuing general obligation bonds. | $ |
| e. | $16 million three-year loan commitment to a private agent. | $ |
| f. | $5 million two-year currency swap with $400,000 current exposure. | $ |
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Finance Applications And Theory
Authors: Marcia Cornett, Troy Adair, John Nofsinger
5th Edition
1260013987, 9781260013986
