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.
Quantitative Finance · शब्दावली
Quantitative Finance · शब्दावली
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.