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JRMV 2024 : The Journal of Risk Model Validation Call for Papers

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Link: https://www.risk.net/journal-of-risk-model-validation
 
When Mar 20, 2024 - Dec 20, 2024
Where Online
Submission Deadline Sep 20, 2024
Categories    economics   business   machine learning   modeling
 

Call For Papers

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)

Submission Requirements
Manuscripts should be prepared for publication in accordance with our submissions guidelines, which can be found at: http://www.risk.net/static/risk-journals-submission-guidelines.

All submissions will be subject to a peer review process by at least two independent peer reviewers. Final decisions on paper acceptance will be given by the Editor-in-Chief.

Length
The Journal has a strict length policy. Research papers should not exceed 8,000 words, including references. Submissions should be sent via the online submission site: https://editorialexpress.com/risk

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