风险相关性与风险度量研讨会
Workshop on Risk Correlation Analysis and Risk Measurement
国际会议（SCI ISTP EI）
全文截稿日期：2008-12-15
http://www.mcdm2009.cn/default.html
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. Correlation analysis and risk measurement can be viewed as a Multiple Criteria Decision Making problem in a certain extent, which is the trade-off among different aspects, such as 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.
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” under the 20th International Conference on Multiple Criteria Decision Making (http://www.mcdm2009.cn/default.html). 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:
l Foundation of risk correlation and dependency
l Correlation analysis of financial risks
l Correlation analysis of software risks
l Correlation analysis of project risks
l Risk correlation and portfolio
l Risk correlation modeling
l Risk analysis by multiple criteria
l Risk integrated management and risk correlation
l New techniques to risk measurement
l Credit scoring, Credit rating
