Which of the following factors will represent typical disadvantages of market-linked credit risk drivers?

A credit portfolio manager analyzes a large retail credit portfolio.

Which of the following factors will represent typical disadvantages of market-linked credit risk drivers?

I. Need to supply a large number of input parameters to the model

II. Slow computation speed due to higher simulation complexity

III. Non-linear nature of the model applicable to a specific type of credit portfolios

IV. Need to estimate a large number of unknown variable and use approximations
A . I
B . I, II
C . II, III
D . III, IV