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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