What is the contribution to the asset base of the following items under the Base
ID: 2555804 • Letter: W
Question
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. $8 million cash reserves. b. $46 million 91-day U.S. Treasury bills. c. $23 million cash items in the process of collection. d. $4 million U.K. government bonds, OECD CRD rated 1. e. $4 million French short-term government bonds, OECD CRD rated 2. f. $3 million general obligation bonds. g. $40 million repurchase agreements (against U.S. Treasuries). h. $3 million loan to foreign bank, OECD rated 3. i. $460 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%. j. $8 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%. k. $4 million 1-4 family home mortgages, 100 days past due. l. $460 million commercial and industrial loans, AAA rated. m. $460 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. $6 million commercial letter of credit to a foreign bank, OECD CRC rated 2. q. $2 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. $10 million three-year loan commitment to a private agent. t. $10 million three-month loan commitment to a private agent. u. $20 million standby letter of credit to back an A rated corporate issue of commercial paper. v. $8 million five-year interest rate swap with no current exposure. w. $7 million two-year currency swap with $600,000 current exposure.
Explanation / Answer
Particulars Basel III US $8 million cash reserves 0 $8000000 $46 million 91-day U.S. Treasury bills. 0 $46000000 $23 million cash items in the process of collection. $3000000 0 $4 million U.K. government bonds, OECD CRD rated 1. $1000000 $4000000 $4 million French short-term government bonds, OECD CRD rated 2. $2000000 $4000000 $3 million general obligation bonds. $40 million repurchase agreements (against U.S. Treasuries). $8000000 $40000000 $3 million loan to foreign bank, OECD rated 3. $3000000 $5000000 $460 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%. $230000000 $460000000 $8 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%. $4000000 $8000000 $4 million 1-4 family home mortgages, 100 days past due. $4000000 0 $460 million commercial and industrial loans, AAA rated. $460000000 $460000000 $460 million commercial and industrial loans, B- rated. $460000000 $460000000
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