The John Wayne Bank is developing a list of off-balance-sheet items for its call report. Please fill
Question:
Off-balance-sheet items for John Wayne Bank (in millions of $)
Total unused commitments............. $8,000
Standby letters of credit and foreign office guarantees... 1,350
(Amount conveyed to others) ............. −50
Commercial letters of credit ............. 60
Securities lent ..................... 2,200
Derivatives (total) ................ 100,000
Notional amount of credit derivatives .......... 22,000
Interest rate contracts ................. 54,000
Foreign exchange rate contracts.............. ?
Contracts on other commodities and equities........ $1,200
All other off - balance -sheet liabilities........... 49
Total off-balance-sheet items............... ?
Total assets (on-balance sheet) ............... $12,000
Off-balance-sheet assets ÷ on-balance-sheet assets....... ?
Exchange Rate
The value of one currency for the purpose of conversion to another. Exchange Rate means on any day, for purposes of determining the Dollar Equivalent of any currency other than Dollars, the rate at which such currency may be exchanged into Dollars...
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Related Book For
Bank Management and Financial Services
ISBN: 978-0078034671
9th edition
Authors: Peter Rose, Sylvia Hudgins
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