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In its efforts to enhance its enterprise risk management function, Countryside Bank introduced a new decision-making process based on economic capital that involves assessing sources of risk across different business units and organizational levels. Which of the following statements regarding the correlations between these risks is correct?

ACorrelations between the risks in the asset and liability sides of the balance sheet can be changed by management decisions

BGenerally, correlations between broad risk types such as credit, market and operational risk are well understood and are easy to estimate at the individual firm level

CCorrelations between business units are only relevant in deciding total firm-wide economic capital levels and are not relevant for decisions at the individual business unit or project level

DThe introduction of correlations into firm-wide risk evaluation will result in a total VaR that, in general, is greater than or equal to the sum of individual business unit VaRs

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