medium · FRM Part 1 Quantitative Analysis
A binary credit default model has a 94% accuracy. However, in a sample of $1,000 obligors, it flags 100 cases, of which 80 are true defaults and 20 are false positives. There are 40 missed defaults.
What is the model's recall?
- 94.0%
- 66.7%
- 80.0%
- 33.3%
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