m/hmtpx 2. value 1000 points What is the contribution to the asset base of the following items under the Basel Il requirements? Leave no cells blank - be certain to enter wherever required. Enter your answers in dollars not in millions.) a $5 million cash reserves $40 million 91-day US Treasury bills C $20 million cash items in the process of collection, d. $3 million UK government bonds, OECD CRD rated 1 e $3 million French short-term government bonds, OECD CRD rated 2 f $1 million general obligation bonds. g $10 million repurchase agreements (against U.S. Treasuries) h $2 million loan to foreign bank, OECD rated 3 $400 million 1-4 family home mortgages, category 1. loan-to-value ratio 80% $5 million 1-4 family home mortgages, category 2. loan-to-value ratio 95% k $3 million 1-4 family home mortgages, 100 days past due $400 million commercial and industrial loans, AAA rated m. $400 million commercial and industrial loans, B-rated. $100,000 performance-related standby letters of credit to a AAA rated corporation $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds p. $5 million commercial letter of credit to a foreign bank. OECD CRC rated 2 9. $1 million five-year loan commitment to a foreign government, OECD CRC rated 1. $5 million bankers acceptance conveyed to a U.S. AA rated corporation S $15 million three-year loan commitment to a private agent $15 million three-month loan commitment to a private agent. u 530 million standby letter of credit to back an A rated corporate issue of commercial paper $5 million five-year interest rate swap with no current exposure w $8 million two-year currency swap with $700.000 current exposure n O a b d Basel lil Asset Base S 0 0 4,000,000.00 0 600,000 200,000 2.000.000 1,000,000 g h j K 1 COOL f. $1 million general obligation bonds 9. $10 million repurchase agreements (against U.S. Treasuries) h. $2 million loan to foreign bank, OECD rated 3 i. $400 million 1-4 family home mortgages, category 1, loan-to-value ratio 80% 1. $5 million 1-4 family home mortgages, category 2. loan-to-value ratio 95% k. $3 million 1-4 family home mortgages, 100 days past due, 1 $400 million commercial and industrial loans, MA rated m. $400 million commercial and industrial loans, B-rated, n. $100,000 performance-related standby letters of credit to a AAA rated corporation $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds P. $5 million commercial letter of credit to a foreign bank, OECD CRC rated 2. q $1 million five-year loan commitment to a foreign government, OECD CRC rated 1. $5 million bankers' acceptance conveyed to a U.S., AA rated corporation $15 million three-year loan commitment to a private agent. t. $15 million three-month loan commitment to a private agent. $30 million standby letter of credit to back an A rated corporate issue of commercial paper $5 million five-year interest rate swap with no current exposure. W. $8 million two-year currency swap with $700,000 current exposure 0. S. u V. 3 b Basel Ill Asset Base $ 0 0 14,000,000.00 0 600,000 200,000 2,000,000 1,000,000 f 9 h 1 k. UDO - Eco-> 3 0