The construction of a behavioral model is the progression from an understanding of
movements within the historical data to a quantitative projection forward of cob
based on this knowledge. Ideally the link between any financial series and existing
market parameters (e.g. LIBOR, PIBOR etc.) will be strong enough to construct a
robust forecast. As is often the case for non maturing assets and liabilities, the
correlation to other series is often small. The alternative, therefore, is an analysis of
the account balances or cash flows themselves.
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