CA-3.8.16
The following tables summarises the capital requirements for Sukuk exposures:
| Sukuk Category | Credit RW | Market Risk Capital Charge |
| In nature of claim or debt | Risk-weighted according to the external rating of the Sukuk (where rated) or according to the risk weight applicable to the issuer (where unrated) | NA |
| In nature of equity -Listed | 100% RW | NA |
| In nature of equity- Not listed | 150% RW* | NA |
| If the bank gets approval to apply "look-through approach" |
|
NA |
| Sukuk meeting the definition of trading book |
|
As set out in the applicable market risk section (See chapter CA-5). |
* 100% RW may also be applied if the funds can be withdrawn by the bank at short notice of 5 working days.
Apr 08