Question: When considering Credit Value at Risk (C-VaR), the aim is to: a. Ensure our model of credit risk can deal with unexpected events.. b. Ensure

When considering Credit Value at Risk (C-VaR), the aim is to:

a.

Ensure our model of credit risk can deal with unexpected events..

b.

Ensure that capital is correctly allocated to each new exposure.

c.

Ensure that we will not make losses over the next year.

d.

Ensure that all loans are correctly priced for expected losses.

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