Edited By Steve Satchell
Launched in Spring 2007, The Journal of Risk Model Validation is an international refereed journal focusing on the implementation and validation of risk models and the promotion of greater understanding in the area of new developments in the theory and practice of risk model validation. There is a rather urgent requirement to test and validate risk models, which has been brought about by a recent growth in risk management and the journal aims to be a research centre and an outlet for quality research articles. It features innovative papers on backtesting and stress-testing studies, pitfalls in model validation methods and new methods of model validation in all types of risk.
SPECIFICATIONS
Book Size: 170mm x 245mm
Pages: Various
ISSN: 1753-9579 (Print) and 1753-9587 (Online)
Binding: Paperback Journal
SUMMARY
The Journal oft Risk Model Validation is an international refereed journal focusing on the implementation and validation of risk models and the promotion of greater understanding in the area of new developments in the theory and practice of risk model validation .
Research into risk model validation has become a timely, important, wide-spread subject matter; in all areas of finance, research on risk model validation in both industry and academia is extensive. The majority of this research is not accessible to a wider audience due to the highly technical nature of the research papers. The Journal of Risk Model Validation,, therefore, has three fundamental aims:
(1) to foster high-quality, original and innovative work;
(2) to provide practitioners and academics with access to the resulting technical research; and
(3) to serve as an educational forum on timely issues concerning risk model validation in general.
The Editorial Board invites you to submit articles for consideration. Topics may include innovations and insights into risk model validation in the following areas:
Empirical model evaluation studies
Backtesting studies
Stress testing studies
New methods of model validation/back testing/stress testing
Pitfalls in model validation methods (all types of risks, forecasting, pricing, rating)
- Mortgage risk
- - Personal finance risk
- - Portfolio risk for equity, fixed-income and derivatives
- - Strategy risk
- - Manager riskThe above list is suggestive rather than exhaustive.
The Editorial Board will consider research papers, notes, and book reviews.
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QUOTES
For the subscription rate above you will receive 4 quarterly hard-copy issues of the journal plus online access to our full archive library of research papers. In every issue we publish ground-breaking, high quality, original research papers on financial forecasting from the world's leading academics and practitioners ensuring you are kept up-to-date with the latest research.
For further information visit www.journalofriskmodelvalidation.com
Discounts are available for recognised academic institutions, visit www.journalofriskmodelvalidation.com for more information.
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AUTHOR BIOGRAPHY
Steve Satchell University of Cambridge
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CONTRIBUTORS
Associate Editors Mohan Bhatia I-flex Consulting Stefan Blochwitz Deutsche Bundesbank J.L Breeden Strategic Analytics Marcelo Cruz Lehman Brothers Kevin Dowd Nottingham University Klaus Duellmann Deutsche Bundesbank Daniel Rösch University of Regensberg Harald Scheule University of Melbourne Roger Stein Moody's Investors Service
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