テイルリスクとは？
テイルリスク The risk of portfolio losses arising from rare events in the extreme ends (tails) of the return distribution, often measured by value-at-risk (VaR) or stress tests.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “テイルリスク” Used in Practice?
テイルリスクヘッジ戦略は、極端な市場イベントによる大きな損失からポートフォリオを守ることを目的とする。
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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テイルリスクとは？
The risk of portfolio losses arising from rare events in the extreme ends (tails) of the return distribution, often measured by value-at-risk (VaR) or stress tests.
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