Tail value at risk
id:
tail-value-at-risk-323-8830147
title:
Tail value at risk
text:
In financial mathematics, tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated with the more general value at risk. It quantifies the expected value of the loss given that an event outside a given probability level has occurred.
brand slug:
wiki
category slug:
encyclopedia
description:
Risk measure
original url:
https://en.wikipedia.org/wiki/Tail_value_at_risk
date created:
date modified:
2023-12-23T08:47:15Z
main entity:
{"identifier":"Q7676085","url":"https://www.wikidata.org/entity/Q7676085"}
image:
fields total:
13
integrity:
14