Under Basel rules the risk weight for AM-rated claims on corporates in the standardized approach is:
0%
15%
20%
75%
What are de minimis claims?
claims of less than USD 100.00
claims of less than USD 1,000.00
claims of less than EUR 100.00
claims of less than EUR 1,000.00
How is a USD Overnight Indexed Swap (OIS) settled?
Periodic exchange of fixed and floating payments up to and including maturity
At maturity by net payment
After maturity by exchange of fixed and floating payments
Two days after maturity by net payment
