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

Call for Papers
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.
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Topics of Interest
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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: