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QUESTION 17 Bank A has tested and implemented proprietary regulatory capital calculation software to assess its credit risk. Which of the following risk components is/are

QUESTION 17 Bank A has tested and implemented proprietary regulatory capital calculation software to assess its credit risk. Which of the following risk components is/are estimated by Bank A? I. Probability of default (PD) II. Loss given default (LGD) III. Interest rate (IR) IV. Exposure at default (EAD) I only II, III, and IV only I, II, and IV only I, II, III, and IV

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