In determining the risk-weighted value of the on-balance-sheet credit equivalent amounts of the contingent guaranty contracts, the risk weights are determined by the credit rating of the underlying counterparty of the off-balance-sheet activity.

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The risk weights of the on-balance-sheet credit equivalent amounts of the contingent guaranty contracts are determined by the credit rating of the underlying counterparty of the off-balance-sheet activity.

In Determining the Risk-Weighted Value of the On-Balance-Sheet Credit Equivalent