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Which of the following is true of Creditmetrics when it is used to calculate credit VaR Creditmetrics considers neither defaults nor downgrades Creditmetrics takes downgrades

Which of the following is true of Creditmetrics when it is used to calculate credit VaR

Creditmetrics considers neither defaults nor downgrades

Creditmetrics takes downgrades but not defaults into account

None of the choices

Creditmetrics takes defaults but not downgrades into account

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