3. Given that each of the following were not characteristics of the capital adequacy regime prior to 2013, which do you think should have been the priorities addressed in the revisions to capital standards (to get to Basel III or IV) that would improve bank risk management? A. interest rate risk B. liquidity risk C. increased and more refined number of asset risk categories D. higher capital levels/buffersew types of qualifying capital Give your rationale for why one should be a higher priority than the others in order to better manage important risks and avoid the "next big crisis