Journal of Risk Model Validation

Journal of Risk Model Validation

Risk Subscriptions: Journal of Risk Model Validation (Banner)

The Journal of Risk Model Validation

Focusing on the implementation and validation of risk models.

Subscribe

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)

Subscribe

JORMV Cover

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.

Thumbnail
Company profile

Bank for International Settlements

Thumbnail
Company profile

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.

Credit Agricole Logo
Thumbnail
Thumbnail
US Federal Reserve
Thumbnail
Thumbnail
Company profile

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.

Company profile

The AXA Commercial team is looking forward to meeting and catching up with you at Broker Expo 22! There’ll be representatives from across SME, Vantage mid-market, Schemes and Broker Elevate, who’ll be on hand to find the right cover and services to help you and your clients go further. So come and join us for a coffee - and don’t miss the broker-focused sessions on the Content Zone we’re sponsoring, which is right next to our stand.

STAND DETAILS:

Stand Number: Sponsor Zone 3  

Thumbnail
Company profile

Allianz Commercial: working together for your success

Business risks are evolving in our ever-changing world. For over 130 years, Allianz has worked closely with partners to handle these challenges.

Here in the UK, we’re Allianz Commercial: one face to market, serving all of your business insurance customers from SME and mid-sized companies to the largest multinationals.

Powered by the people, financial strength and capabilities of the world’s number one insurance brand, we’ll support you through globally coordinated and locally delivered solutions.

What are my payment options?

You can pay for your subscription online by credit card (Visa, MasterCard and American Express). With credit card payments, you will receive immediate access.

Alternatively, you can request an invoice to be sent to your company. We also accept BACS transfers – for more details, contact our customer services team via this form.

Please note that online access will only be granted upon receipt of payment. Your subscription (both print and online) will not commence until full payment has been received.

I want more than one subscription – what are my options?

You can set up a corporate subscription for multiple people. Register your interest in a corporate subscription. Alternatively, you can contact a member of our team:

UK and Europe: +44 (0) 20 7316 9300

Americas: +1 646 736 1850

Other regions: +852 3411 4828