Modelling Process Flashcards
1
Q
Acronym?
A
PCFEGOROS
2
Q
P
A
Purpose (specification of)
3
Q
C
A
Collect data (group + validate)
4
Q
F
A
Form of model (parameters / variables / copulas)
5
Q
E
A
Estimate parameters / correlations
6
Q
G
A
Goodness of fit testing
7
Q
O(1)
A
Output checks (cashflow projections)
8
Q
R
A
Run model
9
Q
O(2)
A
Output results in useable format
10
Q
S
A
Sensitivity runs
