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Welcome to www.journalofriskmodelvalidation.com

Welcome to The Journal of Risk Model Validation website. The Journal is an international refereed journal focusing on the implementation and validation of risk models and the promotion of the greater understanding in the area of new developments in the theory and practice of risk model validation.

Through the website, www.thejournalofriskmodelvalidation.com, you can access the latest issue of The Journal of Risk Model Validation. You can also use the site to submit papers for review, subscribe, renew your subscription or order back issues, plus much more.

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Letter from the Editor-in-Chief
After the previous issue (Volume 3 Number 1) concentrated on the credit crunch and the big issues associated with the survival and very essence of the financial system, it is a relief to return to more mundane matters, reflecting, perhaps, the calmer waters we now find ourselves paddling in. The material in this issue is very much core information, discussing statistical issues to do with tests and methodologies used in risk model validation.
Latest Issue
Volume 3 / Number 2
A note on the Berkowitz test with discrete distributions
by Alfred Hamerle and Kilian Plank
Internal credit rating systems: methodology and economic value
by Radu Neagu, Sean Keenan and Kete Chalermkraivuth
Risk evaluation in financial risk management: prediction limits and backtesting
by Ralf Pauly and Jens Fricke
Risk contributions, information and reverse stress testing
by Jimmy Skoglund and Wei Chen
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