NO.PZ2023031302000014
问题如下:
According to the model risk management, which of the following statements is least correct?
选项:
A.Model risk management should be seen as a continuous effort including validations and reviews.
B.The quality control/quality assurance teams are the first line’s risk team.
A typical model risk management function sits in the second line of defense.
Only the highest-tier models should undergo an annual review of the environment, the data, and other important elements.
解释:
考点:Model risk management
解析:所有模型(任何层级),每年都要对环境、数据和其他重要元素进行审查,以确保自上次全范围验证以来没有发生任何重大变化。故选项D表述不正确,当选。
typical MRM。。