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Question

Match the following:

A Credit Risk
B Operational Risk
C Liquidity Risk
D Market Risk
M
P Asset Liability Management (AL
Q Advanced IRB
R Advanced measurement approach
S VaR (value at risk).

A A-P, B-S, C-R, D-Q

B A-R, B-P, C-S, D-Q

C A-R, B-S, C-Q, D-P

D A-Q, B-R, C-P, D-S

E None of these

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