NO.PZ2019052001000048
问题如下:
There are six quantitative validation processes. Which of the six validation processes faces the limitation that in a validation procees, one model can only be compared to another, and its ability to reflect real facts is weak?
选项:
A. Model replication.
B. Benchmarking.
C. Profit and loss attribution
D. Validation of inputs and parameters.
解释:
B is correct.
考点:Benchmarking and Hypothetical Portfolio Testing
解析:本题考查定性结论,B选项就是Benchmarking and Hypothetical Portfolio Testing所面临的限制。其他选项都不符合。
model replication 为什么能反应real?