Tail Risk

Category: Financial Risk

What is Tail Risk?

Risk of asset or portfolio values moving more than three standard deviations from the mean.

Related terms

• Expected Shortfall
• VaR

More Financial Risk terms

• Capital Adequacy Ratio (CAR)
• Capital Planning
• Common Equity Tier 1 (CET1)
• Economic Capital
• Expected Shortfall (ES)
• Fair Value

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