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Extreme Risks : the 2011 update

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<dc:creator>Hodgson, Tim</dc:creator>
<dc:creator>Judd, Carole</dc:creator>
<dc:creator>Yin, Liang</dc:creator>
<dc:date>2011-12-01</dc:date>
<dc:description xml:lang="es">Sumario: 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. </dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/135534.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Crisis económica</dc:subject>
<dc:subject xml:lang="es">Crecimiento económico</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Extreme Risks : the 2011 update </dc:title>
<dc:relation xml:lang="es">En: Emphasis. - New York : Towers Watson, 1987-. - 01/12/2011 Número 4  - 2011 , p. 20-25</dc:relation>
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