How to organize a control group (mock) in risk models?

The control group (placebo) in risk models is organized to assess the impact of changes or new factors on the model without distorting the results. The main steps:

1. Divide the data into two groups: control (placebo) and test.
2. The control group is not exposed to new factors or changes, while the test group is.
3. Compare the model results on both groups to identify the actual impact of the changes.

For example, when implementing a new scoring algorithm, the control group continues to use the old model, while the test group uses the new one. Analyzing the differences in results helps evaluate the effectiveness of the changes and avoid false conclusions.

It is important that the control group is representative and statistically comparable to the test group.