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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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