A credit risk analyst is evaluating factors that quantify credit risk exposures.

A credit risk analyst is evaluating factors that quantify credit risk exposures.

The risk that the borrower would fail to make full and timely repayments of its financial obligations over a given time horizon typically refers to:
A . Duration of default.
B . Exposure at default.
C . Loss given default.
D . Probability of default.

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Answer: D