The calculation of the risk-adjusted asset values of OBS market contracts: 

A nearly always equals zero because the exchange over which the contract initially traded assumes all of the risk 

B requires multiplication of the credit equivalent amounts by the appropriate risk weights and includes all OBS transactions 

C requires the calculation of a conversion factor to create credit equivalent amounts for all OBS transactions 

D requires multiplication of the credit equivalent amounts by the appropriate risk weights and the calculation of a conversion factor to create credit equivalent amounts

Answer rating: 100% (QA)

Solution The calculation of the riskadjusted asset v... View the full answer