SSCISCOPUSQ4
Journal of Risk Model Validation
INCISIVE MEDIA, United States
Journal of Risk Model Validation is an academic journal published by INCISIVE MEDIA (United States). Identifiers: ISSN 1753-9579, eISSN 1753-9587. Indexed in SSCI, SCOPUS. Metrics: JIF 0.6, CiteScore 1.1, SJR 0.139, SNIP 0.44. Subject areas: BUSINESS, BUSINESS, FINANCE, FINANCE. tlooto lists 69 papers from this journal.
CiteScore
1.10
Scopus citation metric
SJR
0.139
SCImago rank
SNIP
0.44
Source normalized impact
Percentage rank
-
JIF percentile rank
Journal profile
- ISSN
- 1753-9579
- eISSN
- 1753-9587
- Abbreviation
- J RISK MODEL VALIDAT
- Publisher
- INCISIVE MEDIA
- Country
- United States
Web of Science categories
SSCIBUSINESS, FINANCE
Scopus ASJC categories
2002 Economics and Econometrics2003 Finance2604 Applied Mathematics2611 Modeling and Simulation
Keywords
Business, Finance
Papers in this journal
Recent papers
- A dual backtesting framework for quantifying nested model error and unlocking capital efficiency
2026
- Generative artificial intelligence in model risk management: emerging opportunities, supervisory challenges and validation frameworks
2026
- Demand deposit balance prediction models under the interest rate risk in the banking book guidelines: an empirical analysis integrating time-series models and machine learning predictions in Mexican banks
2026
- A novel budget-based C+SVM model for credit risk prediction
2026
- Validating bank risk models under trade war stress: a framework for adaptive stress testing with AI-driven calibration and cross-industry applications
2026
Most cited papers
- Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states
2020 · 8 citations
- Quantification of model risk in stress testing and scenario analysis
2019 · 6 citations
- Value-at-risk and the global financial crisis
2023 · 5 citations
- An optimized support vector machine intelligent technique using optimized feature selection methods: evidence from Chinese credit approval data
2019 · 5 citations
- Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
2022 · 5 citations