When managing a credit portfolio loss distribution, the aim is to:

a.

Ensure that economic capital is allocated to support expected losses.

b.

To increase the exposure to black swan (unusual) events while ensuing a high probability of losing a small amount of money.

c.

Ensure the credit risk profile follows a normal distribution.

d.

Ensure a high probability of losing a small amount of money and a low probability of losing a lot of money