What is the contribution to the asset base of given item

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Question: What is the contribution to the asset base of the following items under the Basel requirements? Under the U. S. capitalto-assets rule?

a. $10 million cash reserves.

b. $50 million 91-day U. S. Treasury bills.

c. $5 million U. K. government bonds, AAA rated.

d. $1 million general obligation municipal bonds.

e. $40 million repurchase agreements (against U. S. Treasuries).

f. $500 million one- to four-family home mortgages.

g. $500 million commercial and industrial loans, BBB rated.

h. $100,000 performance-related standby letters of credit to a blue chip corporation.

i. $7 million commercial letter of credit to a foreign, A rated corporation.

j. $8 million banker's acceptance conveyed to a U. S. , AA rated corporation.

k. $17 million three-year loan commitment to a private agent.

l. $17 million three-month loan commitment to a private agent.

m. $30 million standby letter of credit to back a corporate issue of commercial paper.

n. $4 million five-year interest rate swap with no current exposure (the counterparty is a private agent).

o. $6 million two-year currency swap with $500,000 current exposure (the counterparty is a private agent).

Reference no: EM131633067

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