English Explanatory Dictionary

tail risk

English dictionary entry

Meanings

noun
  1. The probability that the value of something will fall more than three standard deviations (-3σ) below the mean; an extreme risk.

Word forms

tail risk tail risks tail-risk

Etymology

From statistics, referring to the end-portion (“tail”) of distribution curves, in finance usually the left (“loss”) tail.

Synonyms

fat tail risk

Related words

black swan long tail
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