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 both Current Exposure Method and original exposure method.
选项：
A. 18.5 million
B. 42
million
C. 28 million
D. 35 million
解释：
B is correct.
考点：CVA calculation
Under the current exposure method, the credit equivalent amount would be:
CEA=30+ 0%× 100 + 0.5%×200 + 1%× 100 + 5%×200 = $42 million
这道题问的是current exposure method吧，没问original exposure method
