1. Financial institutions use stress tests of CCR as a credit risk which allows them to advance beyond simple stresses of current exposure. These tests permit the accumulation of losses due to loan portfolios and also take into account the credit quality of the counterparty. These are considered important developments that allow financial institutions to better manage their portfolio of derivatives. When stress testing CCR in the context of market risk, we are usually concerned with: A. The market value of the counterparty's credit risk and the losses that could result due to changes in market variables, including the credit spread of the counterparty B. The market value of the counterparty's collaterals and the losses that could result due to changes in market variables, including the credit spread of the counterparty C. The size of individual cash flows and the losses that could result due to changes in market variables D. The market value of the counterparty's collaterals and the losses that could result due to changes in macroeconomic variables, including the fluctuations in the market variables