About The Journal of Risk Model Validation


The Journal of Risk Model Validation

2014 Impact Factor: 0.32
©Thomson Reuters, Journal Citation Reports ® 2015

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.


Providing research on the latest innovations for model development...

The Journal of Risk Model Validation considers submissions in the form of research papers on the following, but not limited to, topics:

  • 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 model validation techniques (all types of risk, forecasting, pricing and rating)


FREE 4 WEEK TRIAL to The Journal of Risk Model Validation


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



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