tail-risk
tail-risk is the alternative spelling of tail risk.
Meaning of tail risk
Noun
tail risk (countable and uncountable, plural tail risks)
- The probability that the value of something will fall more than three standard deviations (-3σ) below the mean; an extreme risk.
- The advantage of performing a simulation is that different tail risk measures can be computed from the simulated loss distribution.2004, Srichander Ramaswamy, Managing Credit Risk in Corporate Bond Portfolios, →ISBN, page 123
- Synonyms:
- fat tail risk
Forms of tail-risk
| plural | tail-risks |
|---|
Questions about tail-risk
- What is tail-risk the alternative spelling of?
- Tail-risk is the alternative spelling of tail risk.
Words near tail-risk in the dictionary
Source and license
Adapted from Wiktionary: tail-risk (page history and authors); tail risk (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.
Last updated:
Cite this entry: “tail-risk.” Word.ws, https://word.ws/tail-risk. Based on Wiktionary, CC BY-SA 4.0.
