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Regarding the potential problems arising out of credit risk transfer, which of the following statements is false? A. When banks transfer a significant portion of the risk associated with a particular borrower, they have more incentive to monitor that borrower. B. The biggest challenges for the credit risk transfer market are properly assessing the risks and accurately valuing the products. C. Another major problem is that credit risk transfers often lead banks to retain illiquid risky assets that are vulnerable to macroeconomic factors. D. Credit risk transfer markets could likely incur dramatic losses of liquidity following an unexpected major event, such as the failure of a large specialty investor or multiple corporate defaults. |