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.

$13 million cash reserves.

b.

$56 million 91-day U.S. Treasury bills.

c.

$28 million cash items in the process of collection.

d.

$7 million U.K. government bonds, OECD CRD rated 1.

e.

$7 million French short-term government bonds, OECD CRD rated 2.

f.

$3 million general obligation bonds.

g.

$20 million repurchase agreements (against U.S. Treasuries).

h.

$2 million loan to foreign bank, OECD rated 3.

i.

$560 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%.

j.

$13 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%.

k.

$7 million 1-4 family home mortgages, 100 days past due.

l.

$560 million commercial and industrial loans, AAA rated.

m.

$560 million commercial and industrial loans, B- rated.

n.

$300,000 performance-related standby letters of credit to a AAA rated corporation.

o.

$300,000 performance-related standby letters of credit to a municipality issuing general obligation bonds.

p.

$10 million commercial letter of credit to a foreign bank, OECD CRC rated 2.

q.

$1 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.

$14 million three-year loan commitment to a private agent.

t.

$14 million three-month loan commitment to a private agent.

u.

$28 million standby letter of credit to back an A rated corporate issue of commercial paper.

v.

$7 million five-year interest rate swap with no current exposure.

.

w. $8 million two-year currency swap with $700,000 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.