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 · Begrippenlijst
Quantitative Finance · Begrippenlijst
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.