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Quantitative Finance · Glossário

O que é Model risk?

Definition 26.1 Rates, Credit, XVA and Risk · Capítulo 26 — Model Risk and Validation

Model risk is the potential for adverse consequences from decisions based on a model’s output: financial loss, misstatement, or poor risk decisions. It enters through wrong theory or assumptions, errors of implementation and data, and use of a sound model outside the conditions it was built for.

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