Question: When considering Credit Value at Risk (C-VaR), the aim is to: a. Ensure that capital is correctly allocated to each new exposure. O b.
When considering Credit Value at Risk (C-VaR), the aim is to: a. Ensure that capital is correctly allocated to each new exposure. O b. Ensure our model of credit risk can deal with unexpected events.. O c. Ensure that all loans are correctly priced for expected losses. O d. Ensure that we will not make losses over the next year.
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