Question: Credit Value at risk is: a. Based upon mark to market accounting. b. The upper limit of loan losses that will over a specified time

Credit Value at risk is:

a.

Based upon mark to market accounting.

b.

The upper limit of loan losses that will over a specified time period.

c.

The options embedded within the loan portfolio.

d.

The expected maximum credit exposure, within a specific confidence interval and time horizon

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