Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Post-model adjustment » ?

Definition 26.11 Rates, Credit, XVA and Risk · Chapitre 26 — Model Risk and Validation

A post-model adjustment is a documented change to a model’s output made outside the model to correct a known weakness until the model is fixed; it needs an owner, a rationale, a size and an expiry.

Lire dans le chapitre →