问题如下：
The derivatives book of an international bank contains $300 million of notional value of interest rate swaps with $100 million each having remaining maturity of 0.5, 1.5 and 2.5 years. Their market value is $30 million. The book also has $300 million of foreign exchange swaps with a similar maturity profile and a market value of -$10 million. All counterparties are private corporations, so the risk weight is 100 percent.Calculate the credit equivalent amount by Current Exposure Method.
选项：
A.18.5 million
B.42 million
C.28 million
D.35 million
解释：
B is correct.
考点：Risk Charge for derivatives
Under the current exposure method, the credit equivalent amount would be:
CEA=30+ 0%× 100 + 0.5%×200 + 1%× 100 + 5%×200 = $42 million
这个题应该把系统列表放上来吧 不然怎么算？
