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According to the Basel Accord, if the number of exceptions to the back-testing of value at risk (VAR) models exceeds four at the 99 percent confidence level, which of the following may occur (given 250 data points)? A. Regulators may decrease the multiplier. B. Regulators may increase the multiplier. C. Banks may ignore the model for future VARs. D. Risk managers may be decertified. |