What is the contribution to the credit risk–adjusted asset base of the following items under the…

What is the contribution to the credit risk–adjusted asset base of the following items under the Basel II requirements? Under the U.S. capital-assets ratio?

a. $10 million cash reserves.

b. $50 million 91-day U.S. Treasury bills.

c. $25 million cash items in the process of collection.

d. $5 million U.K. government bonds, AAA rated.

e. $5 million Australian short-term government bonds, A _ rated.

f. $1 million general obligation municipal bonds.

g. $40 million repurchase agreements (against U.S. Treasuries).

h. $500 million one- to four-family home mortgages.

i. $500 million commercial and industrial loans, BBB _ rated.

j. $100,000 performance-related standby letters of credit to an AAA-rated corporation.

k. $100,000 performance-related standby letters of credit to a municipality issuing general obligation bonds.

l. $7 million commercial letter of credit to a foreign, A-rated corporation.

m. $8 million bankers acceptance conveyed to a U.S., AA-rated corporation.

n. $17 million three-year loan commitment to a private agent.

o. $17 million three-month loan commitment to a private agent.

p. $30 million standby letter of credit to back an A-rated corporate issue of commercial paper.

q. $4 million five-year interest rate swap with no current exposure (the counterparty is a private agent).

r. $4 million five-year interest rate swap with no current exposure (the counterparty is a municipality).

s. $6 million two-year currency swap with $500,000 current exposure (the counterparty is a low–credit risk entity).

t. $3 million five-year loan commitment to an OECD government.

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