I bankens fall, där endast OTC-derivaten förhandlas direkt med kunden, värderas kreditrisken efter metoden "current risk", vilken rekommende­ras av Internationella regleringsbanken (B.I.S.). ###>In the Bank's case, where only mutually agreed derivatives are negotiated, the credit risk is evaluated on the basis of the "current exposure" method recom­mended by the Bank for International Settlements (BIS).