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.) |
| a. | $13 million cash reserves. |
| b. | $66 million 91-day U.S. Treasury bills. |
| c. | $33 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. | $3 million loan to foreign bank, OECD rated 3. |
| i. | $660 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. | $660 million commercial and industrial loans, AAA rated. |
| m. | $660 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. | $9 million commercial letter of credit to a foreign bank, OECD CRC rated 2. |
| q. | $2 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. | $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. | $6 million five-year interest rate swap with no current exposure. |
| w. | $4 million two-year currency swap with $300,000 current exposure. |
| 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.) |
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Auditing Algorithms Understanding Algorithmic Systems From The Outside In Foundations And Trends
Authors: Danaë Metaxa, Joon Sung Park, Ronald E Robertson, Karrie Karahalios, Christo Wilson, Jeff Hancock, Christian Sandvig
1st Edition
1680839160, 978-1680839166
