84. Where the historical observation period referred to in paragraph 82 is representative of the …

Where the historical observation period referred to in paragraph 82 is representative of the likely range of variability of the default rates, the long-run average default rate should be computed as the observed average of the one-year default rates in that period.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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