Currently the swap has no positive

Currently the swap has no positive value to the financial institution, so there is no credit risk (i.e., counterparty risk) to the financial institution.

If the swap had a positive value to the bank, then the credit equivalent amount under Basel I would have been (Amount of Swap positive value to the bank + 0.5% of the principal amount of the swap).

For instance, suppose the principal amount was £100 million and the current value of the swap to the financial institution was £2 million. In this case, based on Table 12.2, and given it is a four-year swap, the add-on amount is 0.5% of the principal so that the credit equivalent amount is £2 million + (0.5% * £100 million) = £2.5 million.

The credit equivalent amount for an off-balance-sheet item is multiplied by the risk weight for the counterparty in order to calculate the risk-weighted assets.

結果 (中文) 1:

目前以货易货有没有正面的价值，给金融机构，所以就没有信贷风险 (即，交易对手风险) 向金融机构。如果换用当时正值到银行，信贷等值数额根据巴塞尔协议我本来 (银行 + 0.5%的本金的交换量的交换积极值)。例如，假设本金英镑 1 亿，并向金融机构交换的当前值是英镑 200 万。在这种情况下，基于表 12.2，鉴于它是四年期互换，附加金额是本金的 0.5%，信贷等值数额是英镑 200 万 + (0.5%* 英镑 1 亿) = £ 250 万。从资产负债表项目的信用等价金额乘以交易对手的风险权重计算风险加权资产。

結果 (中文) 2:

目前，交换不具有正面价值的金融机构，所以没有信用风险（例如，交易对手风险）的金融机构。如果交换了积极的价值给银行，那么巴塞尔协议下的信贷等值数额我会是（金额的交换正值本金交换的银行+ 0.5％）。例如，假设本金金额为亿£和交换的金融机构目前的价值为200万£。在这种情况下，根据表12.2，并给予它是一个为期四年的交换，在添加量是本金的0.5％，这样的信贷等值金额为£2万元+（0.5％*£亿元）= £2.5百万。该信贷等值数额为资产负债表项目是为了计算风险加权资产乘以风险权重为交易对手。