Difference between revisions of "Tail risk"

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* [[Standard deviation]]
 
* [[Standard deviation]]
 
* [[Tail event]]
 
* [[Tail event]]
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* [[Tipping point]]
  
 
[[Category:The_business_context]]
 
[[Category:The_business_context]]
 
[[Category:Identify_and_assess_risks]]
 
[[Category:Identify_and_assess_risks]]
 
[[Category:Manage_risks]]
 
[[Category:Manage_risks]]

Latest revision as of 21:47, 8 September 2021

The risk of adverse consequences from a 'tail event'.

Financial markets tend to have 'fat tails', meaning both the likelihood and the size of potential losses and other adverse consequences are systematically underestimated.


See also