Question

What is the contribution to the asset base of the following items under the Basel III requirements?
a. $ 10 million cash reserves.
b. $ 50 million 91-day U. S. Treasury bills.
c. $ 25 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. $ 40 million repurchase agreements ( against U. S. Treasuries).
h. $ 2 million loan to foreign bank, OECD rated 3.
i. $ 500 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%.
j. $ 10 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. $ 500 million commercial and industrial loans, AAA rated.
m. $ 500 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. $ 8 million bankers’ acceptance conveyed to a U.S. AA rated corporation.
s. $ 17 million three-year loan commitment to a private agent.
t. $ 17 million three-month loan commitment to a private agent.
u. $ 30 million standby letter of credit to back an A rated corporate issue of commercial paper.
v. $ 4 million five-year interest rate swap with no current exposure.
w. $ 6 million two-year currency swap with $ 500,000 cur-rent exposure.



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  • CreatedJanuary 27, 2015
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