In this paper, the authors present a new value-at-risk (VaR) model for the estimation of market risk in banks and other financial institutions. The model is labeled a new historical bootstrap VaR ...

This issue of The Journal of Risk Model Validation has a special section on model risk (beginning on page 77), so we have five papers rather than the usual four. I welcome innovations in format that ...

PALO ALTO, Calif.--(BUSINESS WIRE)--ValidMind, the leading next-generation AI and model risk management platform for financial services, today announced it was recognized in the Chartis Research Model ...