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Extreme Risks : the 2011 update

Recurso electrónico / electronic resource
MARC record
Tag12Value
LDR  00000cab a2200000 4500
001  MAP20110074289
003  MAP
005  20111230130832.0
008  111228e20111201usa|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎92
100  ‎$0‎MAPA20100065372‎$a‎Hodgson, Tim
24500‎$a‎Extreme Risks‎$b‎: the 2011 update ‎$c‎Tim Hodgson, Carole Judd, Liang Yin
520  ‎$a‎Extreme risks are potential events that are very unlikely to occur but would have a significant impact on economic growth and asset returns should they happen. The global financial crisis and its aftermath have demonstrated that risk management efforts cannot afford to stop at the 95th percentile (VaR95), and a holistic risk management framework should include very unlikely, but potentially high-impact, events. This is an update of the extreme risks paper we wrote in 2009.
650 1‎$0‎MAPA20080575298‎$a‎Crisis económica
650 1‎$0‎MAPA20080600648‎$a‎Crecimiento económico
650 1‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
7001 ‎$0‎MAPA20110026554‎$a‎Judd, Carole
7001 ‎$0‎MAPA20110032715‎$a‎Yin, Liang
7730 ‎$w‎MAP20077000932‎$t‎Emphasis‎$d‎New York : Towers Watson, 1987-‎$g‎01/12/2011 Número 4 - 2011 , p. 20-25