Tail risk definition

Tail risk means a risk that occurs either where the frequency of low probability events is higher than expected under a normal probability distribution or where there are observed events of very significant size or magnitude.
Tail risk means a risk that occurs either when the frequency of low probability events is higher than expected under a normal probability distribution or when there are observed events of very significant size or magnitude.
Tail risk means a risk that occurs either where the

Examples of Tail risk in a sentence

  • Tail risk measures and tail risk connectedness have recently gained attention due to their importance implication, especially in practice.


More Definitions of Tail risk

Tail risk means a risk that occurs either where the frequency of
Tail risk means a risk that occurs either where the frequency of low probability
Tail risk means risk that occurs either when the frequency of low
Tail risk means a risk that occurs either when the frequency of low probability events
Tail risk means a risk that occurs either when the
Tail risk means the claim exposure of each of the Sewer Warrant Insurers under the applicable Sewer Wrap Policies that remains after the Effective Date (after giving effect to the County’s payment of the Non-Commutation True-Up Amount to the Sewer Warrant Insurers, but without taking into account any reduction in FGIC’s payment obligations pursuant to any plan of rehabilitation for FGIC) based on (a) the aggregate Adjusted Sewer Warrant Principal Amount of the Sewer Warrants held by holders that elected not to make or were deemed not to make the Commutation Election, less the Distributions made to such holders pursuant to Option 2 of Section 2.3(a) of the Plan; and (b) the aggregate Adjusted Sewer Warrant Principal Amount of the Sewer Warrants held by holders of Series 2003-C-9 Through C-10 Sewer Warrants insured by Assured that are deemed to make the Commutation Election but nonetheless object to such deemed commutation and thereafter timely file a notice of appeal of the Confirmation Order overruling such objection, less the Distributions made to such holders pursuant to Option 1 of Section 2.3(a) of the Plan.
Tail risk means a risk that occurs because: