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From Open Risk Manual
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  • ...ison of observed outcomes with expected outcomes derived from the use of a model. ...development or validation process. Backtesting compares the latest set of model predictions against actual realizations, with the validation sample being f ...
    3 KB (371 words) - 23:40, 9 March 2021
  • ...ation Matrix]] used in the context of a certain type of [[Credit Portfolio Model | credit portfolio models]] ...the liability structure of the firm. The underlying theory supporting the use of an asset matrix as input to estimating [[Default Correlation]] is that o ...
    1 KB (195 words) - 15:19, 3 April 2019
  • ...ented Leontief Model'' denotes any extension of the fundamental [[Leontief Model]] for input-output analysis. ...al pattern in generalized IO analysis is to link the core economic network model with satellited accounts or models that link economic phenomena to other di ...
    2 KB (229 words) - 18:06, 16 November 2023
  • In the context of an [[Input-Output Model]], it is the use of IO tables and additional assumptions to assess the potential economic im ...Analysis | multipliers]], constitutes one of the most frequent uses of the model. ...
    3 KB (411 words) - 18:14, 16 November 2023
  • ...ng migrated from the Manual to the Database as a demo of an Open Risk Data use case == The Data Model Structure == ...
    2 KB (242 words) - 21:01, 7 June 2024
  • A '''Prepayment Risk Model''' is a specialized quantification framework that aims to estimate the rang ...approaches to modeling prepayments, depending on the context and use of [[Model Outputs]]. ...
    2 KB (321 words) - 17:40, 1 December 2022
  • An '''Integrated Assessment Model''' (IAM) is any model that attempts to integrate knowledge from two or more domains of expertise ...ions along a number of dimensions.<ref>TCDF 2018, Technical Supplement The Use of Scenario Analysis in Disclosure of Climate-Related Risks and Opportuniti ...
    837 bytes (116 words) - 12:07, 22 July 2019
  • ...e a type of [[Credit Scoring Models | credit scoring model]] in widespread use to support [[Credit Decisioning]] in various [[Consumer Finance]] and [[SME This entry serves as the [[Abstract Risk Model]] specification of a Logistic Regression Scorecard ...
    3 KB (417 words) - 21:01, 11 September 2020
  • ...tions of links to external resources. Collection pages will typically make use of tables to create an easily readable list. As an example the list of [[Fi === Model Descriptions === ...
    3 KB (397 words) - 23:34, 8 March 2021
  • ...'' is used in the assignment of exposures to the grades or pools of a risk model Institutions may use human judgement in the application of risk model in the following cases: ...
    5 KB (744 words) - 14:41, 6 September 2020
  • ...es. It is intended to provide examples of how to model reference rates for use in a variety of banking and financial services applications, rather than to ...
    10 members (0 subcategories, 0 files) - 09:49, 8 October 2019
  • ...[Input-Output Model]] to the more commonly used ''demand side'' [[Leontief Model]]. ..., Second Edition, Cambridge University Press, 2009</ref> but interpret and use them differently. ...
    3 KB (444 words) - 18:12, 16 November 2023
  • * Use Software Design Patterns * Use Software Libraries ...
    3 KB (297 words) - 12:15, 26 February 2021
  • * Use Computer-Aided Engineering Systems * Use A Computer ...
    2 KB (240 words) - 12:51, 26 February 2021
  • * Use Repair Manuals * Use Precision Tools ...
    2 KB (267 words) - 12:21, 26 February 2021
  • '''Credit Portfolio Model''' denotes any mathematical framework that aims to emulate the evolution of == Model Types == ...
    3 KB (429 words) - 14:55, 23 June 2020
  • * Use Cad Software * Use Technical Drawing Software ...
    2 KB (265 words) - 12:53, 26 February 2021
  • * Use Technical Drawing Software * Use Computer-Aided Engineering Systems ...
    2 KB (257 words) - 12:44, 26 February 2021
  • ...odels that underpin [[wikipedia:Modern portfolio theory]]. A mean-variance model is built on a limited set of parameters namely, mean, standard deviation an ...able return projections, have nice mathematical properties and are easy to use, interpret and understand. ...
    1 KB (134 words) - 22:31, 25 March 2019
  • ...stem (i.e., the scoring system can use credit bureau scores as part of the model attribute set) ...riable(s) of the overall internal rating, there is a risk that an internal model may not consider all relevant information.<ref>ECB guide to internal models ...
    4 KB (644 words) - 13:33, 19 November 2018
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