尾部风险 是什么?
尾部风险 The risk of rare, extreme events causing large insurance losses, residing in the tail of a probability distribution, significant for catastrophe and solvency modeling.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “尾部风险” Used in Practice?
对于建模地震或流行病等灾难性事件的风险敞口,尾部风险分析对保险公司至关重要。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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尾部风险 是什么?
The risk of rare, extreme events causing large insurance losses, residing in the tail of a probability distribution, significant for catastrophe and solvency modeling.
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