"[...]
Model risk
occurs primarily for two reasons:
The model may have fundamental errors [...]
The model may be used incorrectly or inappropriately. [...]" (Board of Governors of the Federal Reserve System, 2011).
Keywords:
definition of model
,
information analysis
,
auditing oversight
,
model risk
, rigour,
rigor
Português:
rigor em processo
US Guidance on
Model Risk Management
(SR 11-7). Board of Governors of the Federal Reserve System, Office of the Comptroller of the Currency, 4 April 2011. Available from <
http://www.ilanet.com.br/portal/pub/Express/Model/sr1107a1.pdf
>. access on 5 January
2023
.
--
GregorioIvanoff
- 20 Jan 2023
Revision: r1.2 - 21 Jan 2023 - 03:14 -
GregorioIvanoff
Express
>
NegociosEmConhecimento
>
ConhecimentoEmAcao
>
Valor
>
Capital
>
DefinicaoDeModelo
>
DefinitionOfModel
>
RigorInProcess
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