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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. $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 UK 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. I. $560 million commercial and industrial loans, AAA-rated. n. $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
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