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  • (ii) Expected Loss for SL Exposures Subject to the Supervisory Slotting Criteria

    • CA-5.7.4

      For SL exposures subject to the supervisory slotting criteria, the EL amount is determined by multiplying 8% by the risk-weighted assets produced from the appropriate risk weights, as specified below, multiplied by EAD.

      Apr 08

    • Supervisory Categories and EL Risk Weights for other SL Exposures

      • CA-5.7.5

        The risk weights for SL, other than HVCRE, are as follows:

        Strong Good Satisfactory Weak Default
        5% 10% 35% 100% 625%
        Apr 08

    • Supervisory Categories and EL Risk Weights for HVCRE

      • CA-5.7.6

        The risk weights for HVCRE are as follows:

        Strong Good Satisfactory Weak Default
        5% 5% 35% 100% 625%
        Apr 08