Tail risk: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: linked pages.) |
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== See also == | == See also == | ||
* [[ | * [[Bubble]] | ||
* [[Fat tail]] | * [[Fat tail]] | ||
* [[Frequency distribution]] | * [[Frequency distribution]] | ||
* [[Leptokurtic frequency distribution]] | * [[Leptokurtic frequency distribution]] | ||
* [[Normal frequency distribution]] | * [[Normal frequency distribution]] | ||
* [[Procyclicality]] | |||
* [[Standard deviation]] | * [[Standard deviation]] | ||
* [[Tail event]] | * [[Tail event]] | ||
* [[Tipping point]] | |||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:The_business_context]] | |||
Latest revision as of 00:22, 22 November 2023
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.
