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EKI terminibaas Esterm

ID 708002 Viimati muudetud 30.12.2004
Vaata sõnakogu
Vaata sõnakogu
Valdkond banking systems & trust companiesstock exchange & capital market
  • The back-testing has to provide for each business day a comparison of the one-day value-at-risk measure generated by the institution's value by the end of the subsequent business day.
back-testing
Näited
  • The continued reliability of the results of the internal model calculation should be verified by a back-testing procedure.

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