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Which one of the following statements regarding credit risk models is most accurate? A. The CreditRisk+ model decomposes all the instruments by their exposure and assesses the effect of movements in risk factors on the distribution of potential exposure. B. The CreditMetrics model provides a quick analytical solution to the distribution of credit losses with minimal data input. C. The Credit Portfolio View (McKinsey) model conditions the default rate on the state of the economy. D. The KMV model requires the historical probability of default based on the credit rating of the firm. |