The Journal of Risk Model Validation
Focusing on the implementation and validation of risk models.
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. The Journal of Risk Model Validation considers submissions in the form of research papers on topics including, but not limited to:
- 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)
What will you get from a subscription?
Online access to all content from The Journal of Risk Model Validation
As soon as a paper is published you’ll be able to read it online.
A print copy of The Journal of Risk Model Validation
You’ll get a print copy of The Journal of Risk Model Validation once a quarter. Each copy will include all papers that have been published in the previous 3 months.
“I read Risk Journals to improve my models and financial results.”
Global Risk Analytics Quant, BAML
“By reading Risk Journals I am able to expand my knowledge in emerging areas of financial risk management.”
Director, Credit Analytics & Modelling, ATB Financial
“A subscription to Risk Journals saves me time finding the latest research.”
Professor, University of Toronto
Are you an academic?
We offer bespoke subscription packages at very generous prices for academic institutions large and small.
What are my payment options?
You can pay for your subscription online by credit card (Visa, MasterCard, American Express). We DO NOT accept Diners card. You will receive immediate access using credit card payments.
You can request an invoice be sent to your company by emailing customer services at [email protected].
We also accept BACS transfer – email customer services at [email protected] for more details.
Online access will only be granted upon receipt of payment. Please note that your subscription (both print and online) will not commence until full payment has been received.