雜志介紹

Journal Of Risk Model Validation雜志介紹

《Journal Of Risk Model Validation》是一本以(yi)English為主的(de)未開放獲取國(guo)際優秀期刊，中(zhong)文(wen)名(ming)稱風險模(mo)型驗(yan)證雜(za)志，本刊主要出版、報道經濟學-BUSINESS, FINANCE領(ling)(ling)(ling)域(yu)的(de)研究動態以(yi)及在(zai)該(gai)(gai)領(ling)(ling)(ling)域(yu)取得的(de)各方(fang)面的(de)經驗(yan)和科研成果，介紹該(gai)(gai)領(ling)(ling)(ling)域(yu)有關(guan)本專業的(de)最(zui)新進展(zhan)(zhan)，探討行業發展(zhan)(zhan)的(de)思路(lu)和方(fang)法，以(yi)促(cu)進學術信息(xi)交流，提高行業發展(zhan)(zhan)。該(gai)(gai)刊已被(bei)國(guo)際權威數(shu)據庫SCIE、SSCI收錄，為該(gai)(gai)領(ling)(ling)(ling)域(yu)相關(guan)學科的(de)發展(zhan)(zhan)起(qi)到了良好(hao)的(de)推動作用，也得到了本專業人(ren)員的(de)廣泛(fan)認可。該(gai)(gai)刊最(zui)新影響因子為0.4，最(zui)新CiteScore 指(zhi)數(shu)為1.2。

英文介紹

Journal Of Risk Model Validation雜志英文介紹

Journal of Risk Model Validation focuses on the implementation and validation of risk models, aiming to provide a deeper understanding of key issues, including empirical evaluation of existing models, pitfalls in model validation, and the development of new methods. The journal also publishes papers on backtesting. The main application area is credit risk modeling, but the validation of risk models for any financial asset class is also considered.

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.