Scimago Journal & Country Rank

Journal of Risk Model Validation

Country

United States

Universities and research institutions in United States
Media Ranking in United States

Subject Area and Category

Publisher

Incisive Media Ltd.

H-Index

9

Publication type

Journals

ISSN

17539579, 17539587

Coverage

2012-2023

Information

Homepage

How to publish in this journal

Scope

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) Join the conversation about this journal
Quartiles

The set of journals have been ranked according to their SJR and divided into four equal groups, four quartiles. Q1 (green) comprises the quarter of the journals with the highest values, Q2 (yellow) the second highest values, Q3 (orange) the third highest values and Q4 (red) the lowest values.

CategoryYearQuartile
Applied Mathematics2013Q4
Applied Mathematics2014Q4
Applied Mathematics2015Q4
Applied Mathematics2016Q3
Applied Mathematics2017Q3
Applied Mathematics2018Q4
Applied Mathematics2019Q4
Applied Mathematics2020Q4
Applied Mathematics2021Q4
Applied Mathematics2022Q4
Applied Mathematics2023Q4
Economics and Econometrics2013Q3
Economics and Econometrics2014Q3
Economics and Econometrics2015Q4
Economics and Econometrics2016Q3
Economics and Econometrics2017Q3
Economics and Econometrics2018Q3
Economics and Econometrics2019Q4
Economics and Econometrics2020Q4
Economics and Econometrics2021Q4
Economics and Econometrics2022Q4
Economics and Econometrics2023Q4
Finance2013Q3
Finance2014Q3
Finance2015Q4
Finance2016Q3
Finance2017Q3
Finance2018Q3
Finance2019Q4
Finance2020Q4
Finance2021Q4
Finance2022Q4
Finance2023Q3
Modeling and Simulation2013Q4
Modeling and Simulation2014Q4
Modeling and Simulation2015Q4
Modeling and Simulation2016Q3
Modeling and Simulation2017Q3
Modeling and Simulation2018Q4
Modeling and Simulation2019Q4
Modeling and Simulation2020Q4
Modeling and Simulation2021Q4
Modeling and Simulation2022Q4
Modeling and Simulation2023Q4
SJR

The SJR is a size-independent prestige indicator that ranks journals by their 'average prestige per article'. It is based on the idea that 'all citations are not created equal'. SJR is a measure of scientific influence of journals that accounts for both the number of citations received by a journal and the importance or prestige of the journals where such citations come from It measures the scientific influence of the average article in a journal, it expresses how central to the global scientific discussion an average article of the journal is.

YearSJR
20130.221
20140.217
20150.184
20160.287
20170.282
20180.225
20190.191
20200.168
20210.139
20220.209
20230.223
Total Documents

Evolution of the number of published documents. All types of documents are considered, including citable and non citable documents.

YearDocuments
201216
201316
201415
201516
201617
201718
201816
201912
202012
202116
202216
202311
Citations per document

This indicator counts the number of citations received by documents from a journal and divides them by the total number of documents published in that journal. The chart shows the evolution of the average number of times documents published in a journal in the past two, three and four years have been cited in the current year. The two years line is equivalent to journal impact factor ™ (Thomson Reuters) metric.

Cites per documentYearValue
Cites / Doc. (4 years)20120.000
Cites / Doc. (4 years)20130.313
Cites / Doc. (4 years)20140.375
Cites / Doc. (4 years)20150.383
Cites / Doc. (4 years)20160.444
Cites / Doc. (4 years)20170.391
Cites / Doc. (4 years)20180.439
Cites / Doc. (4 years)20190.493
Cites / Doc. (4 years)20200.317
Cites / Doc. (4 years)20210.276
Cites / Doc. (4 years)20220.393
Cites / Doc. (4 years)20230.661
Cites / Doc. (3 years)20120.000
Cites / Doc. (3 years)20130.313
Cites / Doc. (3 years)20140.375
Cites / Doc. (3 years)20150.383
Cites / Doc. (3 years)20160.340
Cites / Doc. (3 years)20170.396
Cites / Doc. (3 years)20180.451
Cites / Doc. (3 years)20190.412
Cites / Doc. (3 years)20200.370
Cites / Doc. (3 years)20210.250
Cites / Doc. (3 years)20220.525
Cites / Doc. (3 years)20230.818
Cites / Doc. (2 years)20120.000
Cites / Doc. (2 years)20130.313
Cites / Doc. (2 years)20140.375
Cites / Doc. (2 years)20150.355
Cites / Doc. (2 years)20160.290
Cites / Doc. (2 years)20170.485
Cites / Doc. (2 years)20180.371
Cites / Doc. (2 years)20190.529
Cites / Doc. (2 years)20200.214
Cites / Doc. (2 years)20210.292
Cites / Doc. (2 years)20220.607
Cites / Doc. (2 years)20230.750
Total Cites 
Self-Cites

Evolution of the total number of citations and journal's self-citations received by a journal's published documents during the three previous years.
Journal Self-citation is defined as the number of citation from a journal citing article to articles published by the same journal.

CitesYearValue
Self Cites20120
Self Cites20134
Self Cites20145
Self Cites20158
Self Cites20168
Self Cites20178
Self Cites201810
Self Cites20196
Self Cites20203
Self Cites20212
Self Cites20228
Self Cites20235
Total Cites20120
Total Cites20135
Total Cites201412
Total Cites201518
Total Cites201616
Total Cites201719
Total Cites201823
Total Cites201921
Total Cites202017
Total Cites202110
Total Cites202221
Total Cites202336
External Cites per Doc 
Cites per Doc

Evolution of the number of total citation per document and external citation per document (i.e. journal self-citations removed) received by a journal's published documents during the three previous years. External citations are calculated by subtracting the number of self-citations from the total number of citations received by the journal’s documents.

CitesYearValue
External Cites per document20120
External Cites per document20130.063
External Cites per document20140.219
External Cites per document20150.213
External Cites per document20160.170
External Cites per document20170.229
External Cites per document20180.255
External Cites per document20190.294
External Cites per document20200.304
External Cites per document20210.200
External Cites per document20220.325
External Cites per document20230.705
Cites per document20120.000
Cites per document20130.313
Cites per document20140.375
Cites per document20150.383
Cites per document20160.340
Cites per document20170.396
Cites per document20180.451
Cites per document20190.412
Cites per document20200.370
Cites per document20210.250
Cites per document20220.525
Cites per document20230.818
% International Collaboration

International Collaboration accounts for the articles that have been produced by researchers from several countries. The chart shows the ratio of a journal's documents signed by researchers from more than one country; that is including more than one country address.

YearInternational Collaboration
201218.75
201312.50
20140.00
201518.75
201617.65
201711.11
201825.00
201925.00
202025.00
202118.75
20226.25
202318.18
Citable documents 
Non-citable documents

Not every article in a journal is considered primary research and therefore "citable", this chart shows the ratio of a journal's articles including substantial research (research articles, conference papers and reviews) in three year windows vs. those documents other than research articles, reviews and conference papers.

DocumentsYearValue
Non-citable documents20120
Non-citable documents20130
Non-citable documents20140
Non-citable documents20150
Non-citable documents20160
Non-citable documents20170
Non-citable documents20180
Non-citable documents20190
Non-citable documents20200
Non-citable documents20210
Non-citable documents20220
Non-citable documents20230
Citable documents20120
Citable documents201316
Citable documents201432
Citable documents201547
Citable documents201647
Citable documents201748
Citable documents201851
Citable documents201951
Citable documents202046
Citable documents202140
Citable documents202240
Citable documents202344
Cited documents 
Uncited documents

Ratio of a journal's items, grouped in three years windows, that have been cited at least once vs. those not cited during the following year.

DocumentsYearValue
Uncited documents20120
Uncited documents201313
Uncited documents201423
Uncited documents201535
Uncited documents201635
Uncited documents201737
Uncited documents201834
Uncited documents201935
Uncited documents202033
Uncited documents202134
Uncited documents202228
Uncited documents202320
Cited documents20120
Cited documents20133
Cited documents20149
Cited documents201512
Cited documents201612
Cited documents201711
Cited documents201817
Cited documents201916
Cited documents202013
Cited documents20216
Cited documents202212
Cited documents202324
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