NO.PZ2023031302000016
问题如下:
The role of model risk management function in managing model risk includes all of the following except:
选项:
A.
Questioning model assumptions.
B.
Ensuring that users understand model limitations.
C.
Becoming expert modelers.
D.
Replicating the model.
解释:
考点:model risk management
解析:MRM并不需要是建模专家,但他们需要了解模型的基本原理和使用限制,以便能够对模型的假设提出挑战,确保模型使用者能够清楚地了解模型的限制。故选项C正确。
这里的replicate model是什么意思?可以复制模型??