Publicationsevents

Search publications

 
More Filter Options  

Journal of Risk Model Validation

  Publisher: Incisive Media
  Price: USD 1,099.00 per year
 

Description:

Led by Editor-in-Chief Steve Satchell from Cambridge University, and a high quality Editorial Board, this international refereed journal focuses on the implementation and validation of risk models.

It aims at providing a greater understanding of the key issues including the empirical evaluation of existing models, pitfalls in model validation and the development of new methods, and is of particular use to practitioners striving to improve their models and model development.

The Journal of Risk Model Validation provides you with research on the latest innovations in this area, covering issues such as:
  • 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 modelvalidation techniques (all types of risk, forecasting, pricing and rating)

x


0.5388 s