Search results
From Open Risk Manual
- ...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