Extreme Risks : the 2011 update

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<title>Extreme Risks</title>
<subTitle>: the 2011 update</subTitle>
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<namePart>Judd, Carole</namePart>
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<namePart>Yin, Liang</namePart>
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<abstract displayLabel="Summary">Extreme 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. </abstract>
<note type="statement of responsibility">Tim Hodgson, Carole Judd, Liang Yin</note>
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<topic>Crisis económica</topic>
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<topic>Crecimiento económico</topic>
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<topic>Gerencia de riesgos</topic>
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<title>Emphasis</title>
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<publisher>New York : Towers Watson, 1987-</publisher>
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<identifier type="local">MAP20077000932</identifier>
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<text>01/12/2011 Número 4  - 2011 , p. 20-25</text>
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