The Journal of Risk Model Validation- the implementation and validation of risk models

Led by Editor-in-Chief Steve Satchell from Cambridge University, and a high quality Editorial Board, this international refereed journal focuses on the implementation and validation of risk models.

It aims at providing a greater understanding of the key issues including the empirical evaluation of existing models, pitfalls in model validation and the development of new methods, and is of particular use to practitioners striving to improve their models and model development.

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An international refereed journal.

With cutting-edge papers on timely topics The Journal of Risk Model Validation is essential reading to make certain you keep informed of the latest research on measurement and management methods. Every article ensures you gain a greater understanding of the key issues, including the empirical evaluation of existing models, pitfalls in model validation and the development of new methods.

Subscribe to the Journal of Risk Model Validation today, and receive:

• 4 issues of the journal, in print or online
• Unrestricted access to the valuable journal archive going back 6 years
• Quarterly email alert 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)
• 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

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FREE 1-MONTH TRIAL to The Journal of Risk Model Validation

What does The Journal of Risk Model Validation cover?

The Journal of Risk Model Validation provides you with research on the latest innovations in this area, covering issues such as:

• Empirical model evaluation studies
• Backtesting studies
• Stress-testing studies
• New methods of model validation/backtesting/stress-testing
• Best practices in model development, deployment, production and maintenance
• Pitfalls in modelvalidation techniques (all types of risk, forecasting, pricing and rating)

We welcome papers dealing with any of the above areas.

The journal is Indexed/Abstracted in the Social Sciences Citation Index and has an Impact Factor of 0.219. This data can be found in the 2011 Journal Citation Reports® Social Sciences Edition - a Thomson Reuters product.

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FREE 1-MONTH TRIAL to The Journal of Risk Model Validation

FREE 1-month Trial of The Journal of Risk Model Validation

Evaluate how a subscription to The Journal of Risk Model Validation can help you and your research. Claim your FREE, 1-month no-obligation trial of The Journal of Risk Model Validation.

Your 1-month FREE trial to The Journal of Risk Model Validation will include:

• Immediate premium online access to the past 12 months of subscriber content.

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FREE 1-MONTH TRIAL to The Journal of Risk Model Validation

Start your subscription to the Journal of Risk Model Validation today!

• 4 quarterly issues of the journal in print or online
• Unrestricted access to the valuable and searchable archive of past papers - going back 6 years
• Quarterly email alert to inform you when the latest issue of The Journal of Risk Model Validation is online, days before you receive your hard copy
• Substantial discounts on all our conferences, training courses, sister publications and books

Subscribe - Print only, online only or print & online subscriptions available