Journal of Risk Model Validation
Journal of Risk Model Validation
The Journal of Risk Model Validation
Focusing on the implementation and validation of risk models.
About the Journal
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)
Already on board
Bank for International Settlements
BNP Paribas is a leading bank in Europe with an international reach. It has a presence in 74 countries, with more than 192,000 employees, including more than 146,000 in Europe. The Group has key positions in its three main activities: Domestic Markets and International Financial Services and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. The Group helps all its clients to realise their projects through solutions spanning financing, investment, savings and protection insurance.
Fully integrated in the BNP Paribas Group, BNP Paribas Corporate and Institutional Banking (CIB) is a leading provider of solutions to two client franchises: corporates and institutionals, and operates across EMEA, APAC and the Americas. The bank is a global leader in Debt Capital Markets and Derivatives. It is a top European house in Equity Capital Markets and it has leading franchises in Specialised Financing. In Securities Services, it is a top five house worldwide.
HSBC is a financial services organisation that serves more than 40 million customers, ranging from individual savers and investors to some of the world’s biggest companies and governments. Its network covers 64 countries and territories, and its expertise, capabilities, breadth and perspectives open up a world of opportunity for its customers. HSBC is listed on the London, Hong Kong, New York, Paris and Bermuda stock exchanges.
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