Back Custom print Link Text Only Rich Text Print

  • Summary of Capital Requirements for Sukuk Exposures

    • CA-3.8.16

      The following tables summarises the capital requirements for Sukuk exposures:

      Sukuk Category Credit RW Market Risk Capital Charge
      In nature of claim or debt Risk-weighted according to the external rating of the Sukuk (where rated) or according to the risk weight applicable to the issuer (where unrated) NA
      In nature of equity -Listed 100% RW NA
      In nature of equity- Not listed 150% RW* NA
      If the bank gets approval to apply "look-through approach" RWs applicable to the underlying assets NA
      Sukuk meeting the definition of trading book NA As set out in the applicable market risk section (See chapter CA-5).

      * 100% RW may also be applied if the funds can be withdrawn by the bank at short notice of 5 working days.

      Apr 08