Exchange Risk Example

$\backslash$table$[[$Assets$,$Liabilities$],[$$$450$ million US loans $(1$ year$)$ in USD,$$900$ million US CDs $(1$ year$)$ in USD$],[$$$750$ million UK loans $(1$ year$)$ in GBP$,$$$300$ million in UK CDs $(1$ year$)$ in GBP$],[$Security$,$Interest Rate$],[$One Year UK CD Rate,$7\%$