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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. $10 million cash reserves. b. $60 million 91-day U.S. Treasury bills. c. $30 million cash items in the process of collection. d. \$5 million UK government bonds, OECD CRD rated 1. e. $5 million French short-term government bonds, OECD CRD rated 2. f. \$2 million general obligation bonds. g. \$40 million repurchase agreements (against U.S. Treasuries). h. \$3 million loan to foreign bank, OECD rated 3 . i. $600 million 14 family home mortgages, category 1 , loan-to-value ratio 80%. j. \$10 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%. k. \$5 million 1-4 family home mortgages, 100 days past due. I. $600 million commercial and industrial loans, AAA-rated. m. $600 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. \$6 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. \$8 million bankers' acceptance conveyed to a U.S. AA-rated corporation. s. $15 million three-year loan commitment to a private agent. t. \$15 million three-month loan commitment to a private agent. u. $30 million standby letter of credit to back an A-rated corporate issue of commercial paper. v. \$4 million five-year interest rate swap with no current exposure. w. $8 million two-year currency swap with $700,000 current exposure. v. $4 million five-year interest rate swap with no current exposure. w. $8 million two-year currency swap with $700,000 current exposure. TABLE 13-28 Risk Weights for Calculating Risk-Weighted Assets for On-Balance-Sheet Items under Basel III Appendix 13E Calculating Risk-Based Capital Ratios Source: Federal Register, Vol. 78, No. 198, Office of the Comptroller of the Currency, Department of the Treasury, October 11, 2013
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