Back-Testing

nounverified·updated May 18, 2026

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A form of outcomes analysis that involves the comparison of actual outcomes with modeled forecasts during a development sample time period (in-sample back-testing) and during a sample period not used in model development (out-of-time back-testing), and at an observation frequency that matches the forecast horizon or performance window of the model.

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Comptroller's Handbook: Model Risk Management, Version 1.01 senseview framework →

§1: A form of outcomes analysis that involves the comparison of actual outcomes with modeled forecasts during a development sample time period (in-sample back-testing) and during a sample period not used in model development (out-of-time back-testing), and at an observation frequency that matches the forecast horizon or performance window of the model.