Modellrisikorapportering

Modellrisikorapportering refers to the process of documenting and communicating the risks associated with the use of mathematical and statistical models. These models are widely employed in various industries, including finance, insurance, and healthcare, for tasks such as forecasting, risk assessment, and decision-making. However, all models are simplifications of reality and inherently carry potential risks.

The primary purpose of modellrisikorapportering is to ensure transparency and understanding of these limitations. It involves identifying, analyzing, and evaluating potential sources of error or misinterpretation that could arise from the model's assumptions, data inputs, or methodologies. Common risks include model error, data quality issues, incorrect implementation, and the potential for misuse or misunderstanding by users.

A comprehensive modellrisikorapport typically includes a description of the model's purpose and scope, a detailed explanation of the underlying assumptions, an assessment of data sources and their limitations, and an analysis of the model's performance and limitations. It should also outline the potential impact of model failure or misuse and propose mitigation strategies. The report serves as a critical tool for governance, enabling stakeholders to make informed decisions about model development, deployment, and ongoing monitoring. Effective modellrisikorapportering contributes to sound risk management practices and fosters trust in the models being used.