CA-4.3.2
A bank is required to map its RW into four supervisory categories as set out in the Appendix CA-1 (specialised financing) for Limited and Non-Recourse Istisna'a exposures, Mudarabah exposures, Sukuk exposures and Musharakah in a business venture exposures, where the RW for each category is as follows:
Supervisory Categories | Strong | Good | Satisfactory | Weak |
External Credit Assessments | BBB- or better | BB+ or BB | BB- to B+ | B to C- |
Risk Weights | 70% | 90% | 115% | 250% |
Apr 08