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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.)

a. $12 million cash reserves.
b. $64 million 91-day U.S. Treasury bills.
c. $32 million cash items in the process of collection.
d. $6 million U.K. government bonds, OECD CRD rated 1.
e. $6 million French short-term government bonds, OECD CRD rated 2.
f. $2 million general obligation bonds.
g. $20 million repurchase agreements (against U.S. Treasuries).
h. $1 million loan to foreign bank, OECD rated 3.
i. $640 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%.
j. $12 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%.
k. $6 million 1-4 family home mortgages, 100 days past due.
l. $640 million commercial and industrial loans, AAA rated.
m. $640 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. $7 million commercial letter of credit to a foreign bank, OECD CRC rated 2.
q. $3 million five-year loan commitment to a foreign government, OECD CRC rated 1.
r. $5 million bankers acceptance conveyed to a U.S., AA rated corporation.
s. $17 million three-year loan commitment to a private agent.
t. $17 million three-month loan commitment to a private agent.
u. $34 million standby letter of credit to back an A rated corporate issue of commercial paper.
v. $3 million five-year interest rate swap with no current exposure.
w. $5 million two-year currency swap with $400,000 current exposure.

Basel III Asset Base
a. $
b.
c.
d.
e.
f.
g.
h.
i.
j.
k.
l.
m.
n.
o.
p.
q.
r.
s.
t.
u.
v.
w.

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