Question: Backtest on the model on the F-IRB Approach method is carried out on ... A. All risk factors (default probability, loss given default, and exposure

Backtest on the model on the F-IRB Approach method is carried out on ... A. All risk factors (default probability, loss given default, and exposure at default) b. Loss Given Default and Exposure AT Default specified by Supervisor c. Default Probability and Loss Given Default estimated by the Bank d. The default probability estimated by the bank e. Not set in Basel II

From what I've read, the answer should be D, but now I'm not so sure.

I need answers with the explanation please, thank you so much.

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