The Journal of Risk Model Validation

Incisive Media Ltd.

AJG 1ABDC C

Recent paperssorted by most recent

Paper	Year	Citations
Generative artificial intelligence in model risk management: emerging opportunities, supervisory challenges and validation frameworks Arun Maheshwari	2026	0 citations
A dual backtesting framework for quantifying nested model error and unlocking capital efficiency Krishan Kumar Sharma	2026	0 citations
Validating bank risk models under trade war stress: a framework for adaptive stress testing with AI-driven calibration and cross-industry applications Krishan Kumar Sharma	2026	0 citations
Exceedance-based backtesting of expected shortfall Andrii Liakhovchenko & Dmitrij Celov	2026	0 citations
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 Abraham M. Izquierdo et al.	2026	0 citations
Research on the dynamic early warning effect on the manufacturing industry from the perspective of systemic financial risks: evidence from the Chinese market Guanghui Han et al.	2025	1 citations
A three-stage fusion model for predicting financial distress considering semantic and sentiment information Jiaming Liu & Bo Yuan	2025	1 citations
Crises, combined crises and their implications for firm profitability Alexandre Siqueira & Sylvia Gottschalk	2025	0 citations
The role of personal credit in small business risk assessment: a machine learning approach Zilong Liu & Hongyan Liang	2025	0 citations
Green risk identification and risk measurement in fintech: a particle swarm optimization fuzzy analytic hierarchy process and sparrow search algorithm quantile regression neural network approach Li Zeng & Wee‐Yeap Lau	2025	0 citations
An aggregated metrics framework for multicriteria model validation using rolling origin evaluation Stanisław Halkiewicz & Mateusz Stachowicz	2025	0 citations
Probabilistic classification with discriminative and generative models: credit-scoring application Taha Buǧra Çelik	2025	0 citations
A comprehensive explainable approach for imbalanced financial distress prediction R. Chen et al.	2025	0 citations
Failure mode and effects analysis–analytic hierarchy process (FMEA-AHP) model in supplier risk management Marija Panić & Que Xiaojun	2025	0 citations
Systemic importance identification and risk supervision of banks: evidence from China Juan Chen et al.	2025	0 citations
Model risk quantification for machine learning models in credit risk Łukasz Prorokowski	2025	0 citations
Enhancing default prediction in alternative lending: leveraging credit bureau data and machine learning Zilong Liu & Hongyan Liang	2025	0 citations
The fate of zombie firms: prediction, determinants and exit paths David Veganzones & Éric Séverin	2025	0 citations
Overcoming issues with time-scaling value-at-risk Anastasia Maga & Arthur L. Dryver	2025	0 citations
Statistically distinguishable rating scales Mikhail Pomazanov	2025	0 citations

Search evidence from this journal →

Start a search

Access requires your institution's subscription. Ask your librarian →