Editor-in-Chief: Stephen Satchell, Trinity College, Cambridge University, and Sydney University
As monetary institutions rely greatly on economic and financial models for a wide array of applications, model validation has become progressively inventive within the field of risk. The Journal of Risk Model Validation focuses on the implementation and validation of risk models, and aims to provide a greater understanding of key issues including the empirical evaluation of existing models, pitfalls in model validation and the development of new methods. We also publish papers on back-testing. Our main field of application is in credit risk modelling but we are happy to consider any issues of risk model validation for any financial asset class.
CALL FOR PAPERS! We are inviting submissions for a special issue of the journal on Model Risk: Foundations, Quantification and Mitigation. Click here to find out more.
Subscribe to The Journal of Risk Model Validation today, and receive:
Four issues a year of the journal, in print and/or online
Unrestricted access to the valuable journal archive going back 7 years
Quarterly email alerts to inform you when the latest issue of The Journal of Risk Model Validation is online, days before you receive your hard copy
Preferential subscriber discounts on Risk Books, conferences, training courses and sister publications (including Risk magazine)
Timely articles that deepen industry knowledge and provide practical advice on applying the latest principles
Papers on key topics including wavelet analysis of business cycles, parametric and non-parametric estimation of value-at-risk and internal credit rating sysytems
Exclusive insight on changes within these complex and fast moving markets
