"Back testing" describes the process of testing an Investment strategy or a Credit enhancement mechanism by using the series of past historical data and checking the extent to which the sought results would have been achieved (over-performance or dynamic adjustment of the Credit enhancement level in the context of a securitisation).
Back testing
"Back testing" describes the process of testing an Investment strategy or a Credit enhancement mechanism by using the series of past historical data and checking the extent to which the sought results would have been achieved (over-performance or dynamic adjustment of the Credit enhancement level in the context of a securitisation).
"Back testing" describes the process of testing an Investment strategy or a Credit enhancement mechanism by using the series of past historical data and checking the extent to which the sought results would have been achieved (over-performance or dynamic adjustment of the Credit enhancement level in the context of a securitisation).