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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 "0" wherever required. Enter your answers in dollars not in millions.) a. $9 million cash reserves. b. $48 million 91-day US Treasury bills. c. $24 million cash items in the process of collection d. $5 milion UK government bonds, OECD CRD rated 1. e. $5 million French short-term government bonds. OECD CRD rated 2. f. $2 million general obligation bonds. 9. $10 million repurchase agreements (against U.S. Treasuries). h. $4 million loan to foreign bank, OECD rated 3. 1. $480 million 1-4 family home mortgages, category 1. loan-to-value ratio 80% J. $9 million 1-4 family home mortgages, category 2 loan-to-value ratio 95% k. $5 million 14 family home mortgages, 100 days past due. 1. $480 million commercial and industrial loans, AAA-rated m. $480 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 r. $10 million bankers' acceptance conveyed to a U.S. AA rated corporation 5. $16 million three-year loan commitment to a private agent. t. $16 million three-month loan commitment to a private agent. u. $32 million standby letter of credit to back an A-rated corporate issue of commercial paper. v. 58 million five-year interest rate swap with no current exposure. w. $5 million two year currency swap with $400,000 current exposure Next >

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