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 describes, as an example, the form of market risk that arises if the possibility that a portfolio of assets will deviate more than three standard deviations from the mean is greater than that which corresponds to a normal distribution.

• Tail risk assessments over long horizons, such as one year, are an integral part of risk management techniques in insurance companies and pension funds.

• Tail risk" means a risk for which the frequency of low-probability events is higher than expected under a normal probability distribution or the risk of events of very significant magnitude.[PL 2013, c.

• Tail risk strategies exhibit a negative correlation to risk assets; consequently these assets have gained popularity amongst investors as an alternative source of diversification.

• The prompt year’s RTB will change to current year’s RTB with the first calculation of the 5% Tail risk metric in the month of November.

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: