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CA-2.4.1

Firstly, the banks should calculate minimum capital required (Section A20.4 or A9.14 of guidelines in Appendix BR-3) by reference to credit risk in accordance with these regulations, excluding equity securities in the trading book and all positions in commodities. This figure will constitute minimum capital required to cover credit risk (Section A20.5 of guidelines in Appendix BR-3).

October 07