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