ECON 5410 Lecture Notes - Lecture 6: Cko
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20 Apr 2020
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What is the contribution to the asset base of the following items under the Basel III requirements?
Ā | Ā |
a) $10 million cash reserves | Ā |
b) $50 million 91-day US Treasury bills | Ā |
c) $25 million cash items in the process of collection | Ā |
d) $5 million UK Government bonds, OECD CRD rated 1. | Ā |
e) $5 million French short term government bonds, OECD CRD rated 2. | Ā |
f) $1 million general obligation bonds | Ā |
g) $40 million repurchase agreements (against U.S Treasuries) | Ā |
h) $2 million loans to a foreign bank, OECD rated 3. | Ā |
i) ) $500 million 1-4 family home mortgages, category 1, loan-to-value ratio 80% | Ā |
j) $10 million 1-4 family home mortgages, category 2, loan to value ratio 95% | Ā |
K) $5 million 1-4 family home mortgages, 100 days past due. | Ā |
L) $500 million commercial and industrial loans, AAA-rated. | Ā |
M) $500 million commercial and industrial loans, B- rated. | Ā |
N) $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds. | Ā |
P) $7 million commercial letters of credit to a foreign bank. OECD CRC rated 2. | Ā |
Q) $3 million five-year loan commitment to a foreign government, OECD CRC rated 1. | Ā |
R) $8 million bankers' acceptance conveyed to a U.S AA rated corporation. | Ā |
S) $17 million three year loan commitment to a private agent. | Ā |
t) $17 million three month loan commitment to a private agent. | Ā |
U) $30 million standby letter of credit to back an A-rated corporate issue of commercial paper. | Ā |
V) $4 million five-year interest rate swap with no current exposure. | Ā |
W) $6 million two-year currency swap with $500,000 current exposure. | Ā |