Todos os livros

Profissional

Apps Sobre Coach Entrar Começar a ler

Quantitative Finance · Glossário

O que é Model validation?

Definition 26.5 Rates, Credit, XVA and Risk · Capítulo 26 — Model Risk and Validation

Model validation is the set of activities that verify a model performs as intended: conceptual soundness, verification of the implementation, benchmarking, and outcomes analysis, with findings, their severity, and conditions of use.

Ler no capítulo →