Left tail: Difference between revisions
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In the risk management context, the left tail of a distribution refers to potential outturns that are adverse. | In the risk management context, the left tail of a distribution refers to potential outturns that are adverse. | ||
(The right tail, by contrast in this model, representing favourable outturns.) | (The right tail, by contrast in this model, representing favourable outturns.) | ||
Latest revision as of 10:24, 30 July 2024
Risk management - treasury - rare events - financial markets - distributions.
In the risk management context, the left tail of a distribution refers to potential outturns that are adverse.
(The right tail, by contrast in this model, representing favourable outturns.)
See also
- Adverse
- Black swan
- Bubble
- Confidence
- Distribution
- Fat tail
- Financial markets
- Frequency distribution
- Global Financial Crisis (GFC)
- Hedge
- Leptokurtic frequency distribution
- Liquidity
- Monte Carlo analysis
- Normal frequency distribution
- One tailed test
- Procyclicality
- Risk management
- Scenario planning
- Significance testing
- Standard deviation
- Systemic risk
- Tail
- Tail event
- Tail risk
- Tipping point
- Treasury
- Treasury risk
- Two tailed test
- UK gilt crisis
