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validation and testing frequency
pogostost vrednotenja in testiranja
Last Update: 2014-11-21
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the model validation process shall include static, historical back-testing on representative counterparty portfolios.
statično testiranje preteklih podatkov za nazaj na podlagi reprezentativnih portfeljev nasprotne stranke je sestavni del postopka ovrednotenja modela.
static, historical back-testing on representative counterparty portfolios shall be part of the model validation process.
statično testiranje za nazaj preteklih podatkov na podlagi reprezentativnih portfeljev nasprotne stranke je sestavni del procesa ovrednotenja modela.
for this purpose they may include prototyping, testing, demonstrating, piloting, large-scale product validation and market replication;
v ta namen lahko vključuje izdelavo prototipov, testiranje, prikazovanje, poskusno izvajanje, obsežno potrjevanje izdelkov in replikacijo trga;