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Which of the following is NOT a key characteristic of the loss distribution approach (LDA)? A. Determine the operating risk capital requirements for each business line by combining empirical distributions and parametric tail distributions. B. Group the data in a business line/event type matrix that corresponds to the model. C. Assign each data point a weight proportional to the expected loss. D. Organize loss data into categories of losses and business activities, which share the same basic risk profile or behavior patterns. |