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　　Mark is *uating the existing risk management system of a bank and identified the following two risks.
　　I        The bank’s derivative pricing model consistently undervalues call options.
　　II       Swaps with counterparties exceed counterparty credit limit
　　These two risks are most likely to be classified as?
　　A.     Market
　　B.     Country
　　C.     Liquidity
　　D.     Operational
　　Answer: D
　　I is a model failure and II is an internal operational failure. These are types of operational risks.