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CA-4.3.2

A bank is required to map its RW into four supervisory categories as set out in the Appendix CA-1 (specialised financing) for Limited and Non-Recourse Istisna'a exposures, Mudarabah exposures, Sukuk exposures and Musharakah in a business venture exposures, where the RW for each category is as follows:

Supervisory Categories Strong Good Satisfactory Weak
External Credit Assessments BBB- or better BB+ or BB BB- to B+ B to C-
Risk Weights 70% 90% 115% 250%
Apr 08