Which of the Following Statements Is True

Multiple Choice

Which of the following statements is true?

A) The BIS requires banks to define an adverse change in rates as being the 95^th percentile.
B) The BIS requires banks to define an adverse change in rates as being the 97.5^th percentile.
C) The BIS requires banks to define an adverse change in rates as being the 99^th percentile.
D) The BIS requires banks to define an adverse change in rates as being the 99.5^th percentile.