What is the contribution to the asset base of the following items under the Basel III requirements? $10 million cash reserves. $50 million 91-day U.S. Treasury bills. $25 million cash items in the process of collection. $5 million UK government bonds, OECD CRD rated 1. $5 million French short-term government bonds, OECD CRD rated 2. $1 million general obligation bonds. $40 million repurchase agreements (against U.S. Treasuries). $2 million loan to foreign bank, OECD rated 3. $500 million 1–4 family home mortgages, category 1, loan-to-value ratio 80 percent. $10 million 1–4 family home mortgages, category 2, loan-to-value ratio 95 percent. $5 million 1–4 family home mortgages, 100 days past due. $500 million commercial and industrial loans, AAA rated. $500 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. $7 million commercial letter of credit to a foreign bank, OECD CRC rated 2. $3 million five-year loan commitment to a foreign government, OECD CRC rated 1. $8 million bankers’ acceptance conveyed to a U.S. AA rated corporation. $17 million three-year loan commitment to a private agent. $17 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. $4 million five-year interest rate swap with no current exposure. $6 million two-year currency swap with $500,000 current exposure.
What is the contribution to the asset base of the following items under the Basel III requirements? $10 million cash reserves. $50 million 91-day U.S. Treasury bills. $25 million cash items in the process of collection. $5 million UK government bonds, OECD CRD rated 1. $5 million French short-term government bonds, OECD CRD rated 2. $1 million general obligation bonds. $40 million repurchase agreements (against U.S. Treasuries). $2 million loan to foreign bank, OECD rated 3. $500 million 1–4 family home mortgages, category 1, loan-to-value ratio 80 percent. $10 million 1–4 family home mortgages, category 2, loan-to-value ratio 95 percent. $5 million 1–4 family home mortgages, 100 days past due. $500 million commercial and industrial loans, AAA rated. $500 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. $7 million commercial letter of credit to a foreign bank, OECD CRC rated 2. $3 million five-year loan commitment to a foreign government, OECD CRC rated 1. $8 million bankers’ acceptance conveyed to a U.S. AA rated corporation. $17 million three-year loan commitment to a private agent. $17 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. $4 million five-year interest rate swap with no current exposure. $6 million two-year currency swap with $500,000 current exposure.
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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- What is the contribution to the asset base of the following items under the Basel III requirements?
- $10 million cash reserves.
- $50 million 91-day U.S. Treasury bills.
- $25 million cash items in the process of collection.
- $5 million UK government bonds, OECD CRD rated 1.
- $5 million French short-term government bonds, OECD CRD rated 2.
- $1 million general obligation bonds.
- $40 million repurchase agreements (against U.S. Treasuries).
- $2 million loan to foreign bank, OECD rated 3.
- $500 million 1–4 family home mortgages, category 1, loan-to-value ratio 80 percent.
- $10 million 1–4 family home mortgages, category 2, loan-to-value ratio 95 percent.
- $5 million 1–4 family home mortgages, 100 days past due.
- $500 million commercial and industrial loans, AAA rated.
- $500 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.
- $7 million commercial letter of credit to a foreign bank, OECD CRC rated 2.
- $3 million five-year loan commitment to a foreign government, OECD CRC rated 1.
- $8 million bankers’ acceptance conveyed to a U.S. AA rated corporation.
- $17 million three-year loan commitment to a private agent.
- $17 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.
- $4 million five-year interest rate swap with no current exposure.
- $6 million two-year currency swap with $500,000 current exposure.
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