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In respect of operational risk capital calculations, the Basel II accord recommends a confidence level...

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In respect of operational risk capital calculations, the Basel II accord recommends a confidence level and time horizon of:

A.

99.9% confidence level over a 10 day time horizon

B.

99% confidence level over a 10 year time horizon

C.

99% confidence level over a 1 year time horizon

D.

99.9% confidence level over a 1 year time horizon

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