tail risk

名词 n.
中文释义

英文释义

名词 n.
  1. The probability that the value of something will fall more than three standard deviations (-3σ) below the mean; an extreme risk. countable,uncountable
    — The advantage of performing a simulation is that different tail risk measures can be computed from the simulated loss distribution.

词形变化

tail risks plural tail-risk alternative

词源

From statistics, referring to the end-portion (“tail”) of distribution curves, in finance usually the left (“loss”) tail.
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