Model Outputs

From Open Risk Manual


Model Outputs denotes the list of numerical or categorical variables that encapsulate the outcome of a model calculation or "run". The significance of such outcomes lies in the manner in which they are subsequently used in internal and/or external processes.


There is a wide variety of possible model outputs:

  • Continuous Numerical values (valuations, hedge sizes, continuous risk scores)
  • Discrete Numerical values or Categorical variables (ratings)
  • Distributions (rankings of possible scenario losses)
  • Discrete indicators (yes / no)
  • Tabular Data (risk allocation to positions)

Issues and Challenges

See Also