104. Credit institutions should perform analyses of this kind not only in the context of portfolios …

Credit institutions should perform analyses of this kind not only in the context of portfolios of individually small credits, such as credit card exposures, but also for large, individually managed lending exposures. For example, for a large commercial property loan, credit institutions should take account of the considerable sensitivity of the commercial property market in many jurisdictions to the general macroeconomic environment, and consider using information such as levels of interest rates or vacancy rates to determine whether there has been a significant increase in credit risk.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/