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The IRC (incremental risk charge) model is based on several assumptions including the liquidity time horizon assumptions which are probably the most important assumptions. Which of the following statements about liquidity time horizon are CORRECT?

The liquidity horizon is defined as the time needed to liquidate a position or hedge all the relevant risk of IRC covered positions under normal market conditions.
Banks determine liquidity horizons for various positions under the condition of a floor of six months.
Liquidity time horizon assumptions are probably the most important assumptions of the IRC model due to the banks’ illiquidity experience with regard to many trading positions during recent financial turmoil.
For securitized products, the liquidity horizon should be above the minimum floor.

A. III and IV.
B. I and IV.
C. II and III.
D. I and II.

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