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  • Treatment of Credit Enhancement Provided by a Structure

    • CA-8.3.24

      Exposures in a Shari'a-compliant credit enhancement structure (described in section CA-8.2) must be risk-weighted as shown in the following table.

      Risk Weights
      Rating AAA to AA- A+ to A- BBB+ to BBB- BB+ to BB- B+ and below or Unrated
      Risk weight 20% 50% 100% 350% 1250%
      January 2015