Question: One disadvantage of using the Expected Default Frequency model (EDF) to model credit risk is that: O a. Book values of liabilities are not updated

One disadvantage of using the Expected Default Frequency model (EDF) to model credit risk is that: O a. Book values of liabilities are not updated as frequently as other inputs.. 0 b. It links the equity and credit markets. 0 c. It is based upon option pricing models. 0 d. It can be updated frequently

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