Question: Refer to Table 1 3 - 2 8 . What is the contribution to the asset base of the following items under the Basel III

Refer to Table 13-28.
What is the contribution to the asset base of the following items under the Basel III requirements?
Note: Leave no cells blank - be certain to enter "O" wherever required. Enter your answers in dollars not in millions.
a. $15 million cash reserves.
b. $50 million 91-day U.S. Treasury bills.
c. $25 million cash items in the process of collection.
d. $8 million UK government bonds, OECD CRD rated 1.
e. $8 million French short-term government bonds, OECD CRD rated 2.
f. $1 million general obligation bonds.
g. $20 million repurchase agreements (against U.S. Treasuries).
h. $3 million loan to foreign bank, OECD rated 3.
i. $500 million 1-4 family home mortgages, category 1, loan-to-value ratio 80%.
j. $15 million 1-4 family home mortgages, category 2, loan-to-value ratio 95%.
k. $8 million 1-4 family home mortgages, 100 days past due.
I. $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. $12 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. $7 million bankers' acceptance conveyed to a U.S. AA-rated corporation.
s. $20 million three-year loan commitment to a private agent.
t. $20 million three-month loan commitment to a private agent.
u. $40 million standby letter of credit to back an A-rated corporate issue of commercial paper.
v. $6 million five-year interest rate swap with no current exposure.
w. $6 million two-year currency swap with $500,000 current exposure.
 Refer to Table 13-28. What is the contribution to the asset

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