What is the contribution to the asset base of the following items under the Base

Question

What is the contribution to the asset base of the following items under the Basel III requirements? (Leave no cells blank - be certain to enter "0" wherever required. Enter your answers in dollars not in millions.)

t. $10 million three-month loan commitment to a private agent. u. $20 million standby letter of credit to back an A rated corporate issue of commercial paper. v. $8 million five-year interest rate swap with no current exposure. w. $7 million two-year currency swap with $600,000 current exposure.

Explanation / Answer

Basel II $10 million three-month loan commitment to a private agent. $2 million $20 million standby letter of credit to back an A rated corporate issue of commercial paper. $10 million $8 million five-year interest rate swap with no current exposure. $40,000 $7 million two-year currency swap with $600,000 current exposure. $950,000

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