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 protection was actually discussed in Living with Mortality in Section 6.4 entitled ‘Geared Longevity Bonds and Longevity Spreads’, which we reproduce here.

  • Tail risk hedging refers to hedging against extreme adverse market moves and was championed by Taleb (2007), who claims that such events are far more frequent than market participants generally believe.

  • Tail risk insurance became extremely popular in the aftermath of the large equity market declines associated with the financial panic that began in 2008.

  • 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" 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.


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 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 either when the frequency of low-probability events is higher than
Tail risk means a risk that occurs either where the frequency of low probability events is higher