Question: Which are the three key steps in estimating credit value at risk. a. Choosing the level of rating migration, selecting the probability of losses, selecting

Which are the three key steps in estimating credit value at risk.

a.

Choosing the level of rating migration, selecting the probability of losses, selecting the confidence associated with those losses.

b.

Choosing the time horizon, selecting the estimation process, choosing the credit default swap counterparty.

c.

Choosing the time horizon, selecting the probability of losses, selecting the confidence associated with those losses.

d.

Choosing the time horizon, selecting the estimation process, selecting the confidence associated with those losses.

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