Journals / Journal of Risk Model Validation
The Journal of Risk Model Validation
It aims at promoting 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 modelling developments. More...
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This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.