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The traffic light approach according to Basel, divide into three tiers, GREEN, YELLOW AND RED.
But the number of the breaks is set according to 250 observation.
Is there anyone could tell me if the observation is 200 or else, what will be the cut point of 99% , 95% and 90% of CI.
Or, what is the exact test of the traffic light approach?
thanks.
But the number of the breaks is set according to 250 observation.
Is there anyone could tell me if the observation is 200 or else, what will be the cut point of 99% , 95% and 90% of CI.
Or, what is the exact test of the traffic light approach?
thanks.