问题如下:
Obelisk Bank uses weekly model vetting to mitigate potential model risk. Obelisk's managers recently rejected a model for valuing medium-term forward on three-year corporate bonds, and accepted a model for valuing long-term options on 10-year government bonds. The managers also frequently test proposed analytical models against a simulation approach. Which of the following vetting phases are these model vetting techniques presenting?
选项:
解释:
D is correct.
考点:Mitigating Model Risk
解析:拒绝或者接受模型是审查soundness of the model的内容,风险管理者应该确保资产被模型合理的估值。
基于模拟方法或数值逼近技术测试所提出的分析模型是benchmark modeling
请问Health Check是属于什么呢?