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Mitigating derivative counterparty credit risk is carried out by calibrating dynamic exposures. What techniques are used to measure such exposures: a. Systemic risk b. Historical
Mitigating derivative counterparty credit risk is carried out by calibrating dynamic exposures. What techniques are used to measure such exposures:
a. Systemic risk
b. Historical valuations and VaR
c. Mark-to-market and CoVaR
d. Mark-to-market and VaR
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