CA-3.10.17
The RW under the simple risk-weighting method (a) entails a RW of 300–400%. Under the slotting method (b), an
Supervisory Categories | Strong | Good | Satisfactory | Weak |
Risk weights | 90% | 110% | 135% | 270% |
The above RWs under the slotting method for specialised financing include an additional fixed factor of 20% RW to cater for potential decline in the Wakalah net asset value.
For further explanation, also see Paragraphs CA-4.8.7 to 4.8.11.
January 2015