Reference no: EM131063314
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. $9 million cash reserves
b. $38 million 91-day U.S. Treasury bills.
c. $19 million cash items in the process of collection.
d. $5 million U.K. government bonds, OECD CRD rated 1.
e. $5 million French short-term government bonds, OECD CRD rated 2
f. $1 million general obligation bonds.
g. $50 million repurchase agreements (against U.S. Treasuries).
h. $4 million loan to foreign bank, OECD rated 3.
i. $380 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%.
j.$9 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.
l. $380 million commercial and industrial loans, AAA rated.
m. $380 million commercial and industrial loans, B- rated.
n. $100,000 performance-related standby letters of credit to a AAA rated corporation.
o. $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds.
p. $7 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. $3 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. $2 million five-year interest rate swap with no current exposure.
w. $7 million two-year currency swap with $600,000 current exposure.
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