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.)
$15 million cash reserves.
$70 million 91-day U.S. Treasury bills.
$35 million cash items in the process of collection.
$8 million UK government bonds, OECD CRD rated 1.
$8 million French short-term government bonds, OECD CRD rated 2.
$1 million general obligation bonds.
$40 million repurchase agreements (against U.S. Treasuries).
$3 million loan to foreign bank, OECD rated 3.
$700 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%.
$15 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%.
$8 million 1-4 family home mortgages, 100 days past due.
$700 million commercial and industrial loans, AAA-rated.
$700 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.
$11 million commercial letter of credit to a foreign bank, OECD CRC rated 2.
$1 million five-year loan commitment to a foreign government, OECD CRC rated 1.
$9 million bankers acceptance conveyed to a U.S. AA-rated corporation.
$14 million three-year loan commitment to a private agent.
$14 million three-month loan commitment to a private agent.
$28 million standby letter of credit to back an A-rated corporate issue of commercial paper.
$7 million five-year interest rate swap with no current exposure.
$5 million two-year currency swap with $400,000 current exposure.
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