The present study aims at modelling market risk for four commodities, namely West Texas Intermediate (WTI) crude oil …, natural gas, gold and corn for the period 2007-2017. To this purpose, we use Extreme Value Theory (EVT) together with a set of … Conditional Auto-Regressive Logit (CARL) models to predict risk measures for the futures return series of the considered …

This report makes use of a unique set of data on premiums and claims provided by global reinsurance companies to … examine the contribution that reinsurance has made to enhancing the capacity of the primary insurance market to manage … catastrophe risk and to reducing the economic and insurance market disruption that often follows catastrophic events. …

, that there exists a mismatch between the theory and current risk-sharing practice of retakāful whereby RTOs manage the TF …