118. ‘Significant’ should not be equated with statistical significance, meaning that the assessment …

‘Significant’ should not be equated with statistical significance, meaning that the assessment approach should not be based solely on quantitative analysis. For portfolios which have a large number of individually small credits, and a rich set of relevant historical data, it may be possible to identify ‘significant’ increases in credit risk in part by using statistical techniques. However, for other lending exposures, that may not be feasible.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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