RCARM 2010 - The 2nd International Workshop on Risk Correlation Analysis and Risk Measurement (RCARM 2010)

Website www.gip.hk/cso2010/ | Edit Freely

Category RCARM 2010

Deadline: November 15, 2009 | Date: May 28, 2010

Venue/Country: Huangshan, China

Updated: 2010-06-04 19:32:22 (GMT+9)

Call For Papers - CFP

The 2nd International Workshop on

Risk Correlation Analysis and Risk Measurement (RCARM 2010)

In conjunction with CSO 2010 (http://www.gip.hk/cso2010/)

Huangshan (Yellow) Mountain, Anhui, China, May 28-31, 2010

(Papers Due: November 15, 2009)

The analysis of inter-risk correlation and risk aggregation is an important factor to risk

measurement, such as the interaction of market risk, credit risk and operational risk, and the

“project triangle”（cost, quality and schedule）.Some mathematical models such as Copula models

are used for measuring risk correlation, but risk management must extend far beyond the use of

standard measurement in practical operations and applications. An important aspect is to

emphasize on the correlation analysis of risks and thus effectively measure all kinds of financial

risks.

Topics of Interest

In order to promote the development of risk correlation and measurement, we organize a

special workshop dedicated to the topic of “risk correlation analysis and risk measurement” In

conjunction with CSO 2010 (http://www.gip.hk/cso2010/). The main purpose of this

workshop is to provide researchers and practitioners an opportunity to share the most recent

advances in the area of risk correlation and measurement, to assess the state of knowledge of risk

correlation and measurement, to generate new results in this relatively under-researched area, and

determine directions for further research. Papers should present modeling approaches/perspectives

to risk correlation and measurement. The workshop is interested in topics related to all aspects of

risk correlation and measurement. Topics of interest include, but are not limited to the following: