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 ) $8 million cash reserves $46 million 91 day U S Treasury bills $23 million cash items in the process of collection $4 million UK government bonds, OECD CRD rated 1 $4 million French short term government bonds, OECD CRD rated 2 $3 million general obligation bonds $40 million repurchase agreements (against U S Treasuries) $3 million loan to foreign bank, OECD rated 3 $460 million 1 4 family home mortgages, category 1, loan to value ratio 80 $8 million 1 4 family home mortgages, category 2, loan to value ratio 95 $4 million 1 4 family home mortgages, 100 days past due $460 million commercial and industrial loans, AAA rated $460 million commercial and industrial loans, B rated $300,000 performance related standby letters of credit to a AAA rated corporation $300,000 performance related standby letters of credit to a municipality issuing general obligation bonds $6 million commercial letter of credit to a foreign bank, OECD CRC rated 2 $2 million five year loan commitment to a foreign government, OECD CRC rated 1 $3 million bankers acceptance conveyed to a U S AA rated corporation $10 million three year loan commitment to a private agent $10 million three month loan commitment to a private agent $20 million standby letter of credit to back an A rated corporate issue of commercial paper $8 million five year interest rate swap with no current exposure $7 million two year currency swap with $600,000 current exposure

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Posted on Aug 30, 2024

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.)

$8 million cash reserves.
$46 million 91-day U.S. Treasury bills.
$23 million cash items in the process of collection.
$4 million UK government bonds, OECD CRD rated 1.
$4 million French short-term government bonds, OECD CRD rated 2.
$3 million general obligation bonds.
$40 million repurchase agreements (against U.S. Treasuries).
$3 million loan to foreign bank, OECD rated 3.
$460 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%.
$8 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%.
$4 million 1-4 family home mortgages, 100 days past due.
$460 million commercial and industrial loans, AAA-rated.
$460 million commercial and industrial loans, B-rated.
$300,000 performance-related standby letters of credit to a AAA-rated corporation.
$300,000 performance-related standby letters of credit to a municipality issuing general obligation bonds.
$6 million commercial letter of credit to a foreign bank, OECD CRC rated 2.
$2 million five-year loan commitment to a foreign government, OECD CRC rated 1.
$3 million bankers acceptance conveyed to a U.S. AA-rated corporation.
$10 million three-year loan commitment to a private agent.
$10 million three-month loan commitment to a private agent.
$20 million standby letter of credit to back an A-rated corporate issue of commercial paper.
$8 million five-year interest rate swap with no current exposure.
$7 million two-year currency swap with $600,000 current exposure.