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 US Treasury bills
c) $25 million cash items in the process of collection
d) $5 million UK 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 loans to a 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 municipality issuing general obligation bonds.
P) $7 million commercial letters 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 current exposure.