medium · FRM Part 1 Foundations of Risk Management
A fraud-detection classifier is tested on a dataset where 1% of transactions are fraudulent. The model's confusion matrix shows True Positives = 80, False Positives = 20, and False Negatives = 40. Calculate the model's 'Recall' (Sensitivity).
- 80.0%
- 66.7%
- 50.0%
- 99.0%
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