Betekenis van:
unobservable
unobservable
Bijvoeglijk naamwoord
- not accessible to direct observation
Voorbeeldzinnen
- With regard to complex products including, but not limited to, securitisation exposures and n-th-to-default credit derivatives, institutions shall explicitly assess the need for valuation adjustments to reflect the model risk associated with using a possibly incorrect valuation methodology and the model risk associated with using unobservable (and possibly incorrect) calibration parameters in the valuation model.’.