Finance English
Investment

Rủi Ro Đuôi la gi?

Rủi Ro Đuôi 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 “Rủi Ro Đuôi” Used in Practice?

Chiến lược phòng ngừa rủi ro đuôi nhằm bảo vệ danh mục khỏi tổn thất lớn do sự kiện thị trường cực đoan.

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

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Frequently Asked Questions

Rủi Ro Đuôi la gi?

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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