matlab中validation,Financial Model Validation

最新推荐文章于 2022-05-20 11:20:29 发布

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最新推荐文章于 2022-05-20 11:20:29 发布

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文章标签： matlab中validation

模型验证是检查和确认金融模型是否符合业务需求并按预期运行的过程。这一过程有时由第三方进行，以保证透明度和独立性。关键活动包括模型清单管理、定量和定性评估、回测以及文档和代码审查，对于健全的模型风险管理体系至关重要。

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Model validation is the iterative process used to verify and validate financial models to ensure that they meet their intended business use and perform within design expectations. To ensure transparency and independency, model validation is sometimes performed by a third party who neither develops nor uses the models.

Additionaly, model validation is one of the essential elements for sound model risk management. Risk managers need to work with users, developers, integrators, and other stakeholders to assure that the model works as intended without any error. Common model validation activities include:

Creating and maintaining a model inventory

Performing quantitative and qualitative assessment

Backtesting the model

Documenting and reviewing data, results, and code implementation