Which of the following credit risk models focuses on default alone and ignores credit migration when assessing credit risk?
A . CreditPortfolio View
B . The contingent claims approach
C . The CreditMetrics approach
D . The actuarial approach
Answer: D
Explanation:
The correct answer is Choice ‘d’. The following is a brief description of the major approaches available to model credit risk, and the analysis that underlies them:
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