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The significance test compares the total exposure of an individual deal with a configured threshold. If the total exposure exceeds the threshold, it will be classified as a significant deal. Otherwise, it will be classified as a non-significant deal. For details about the significance test please refer to Significance Test.
In both cases, the risk provision is calculated at individual deal level on the basis of the comparison of the Gross Carrying Amount (GCA) and the recoverable amount, but for
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