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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