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Tail risk
| Глоссарий экономических терминов |
Usually refers to the left side of a probability distribution which represents extreme negative events. tail risk is related to negative skewness. tail risk can be managed. for example, the purchase of a put option reduces tail risk.
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Risk, английский
- The combination of the frequency or probability of occurrence and the consequences of a specified hazardous event.
- In general terms risk can be defined as the potential for unwanted, adverse consequences to human life, property, health, environment or society. the calculation (or estimation) of risk is usually based on the probability of the event occurring multiplied
- Exposure to uncertainty
- The probability that something will cause injury or harm.
- The possibility of something harmful happening there is a risk of a cholera epidemic. there is no risk of the disease spreading to other members of the family. at risk in danger of being harmed businessmen are particularly at risk of having a heart attack. children at risk children who are more likely to be harmed or to catch a disease verb to do something which may possibly cause harm or have bad results if the patient is not moved to an isolation ward, all the patients and staff in the hospital risk catching the disease. ‘…adenomatous polyps are a risk factor for carcinoma of the stomach’ [nursing times] ‘…three quarters of patients aged 35–64 on gps’ lists have at least one major risk factor: high cholesterol, high blood pressure or addiction to tobacco’ [health services journal]
- Риск возможность возникновения нежелательного явления или состояния. см. также probability (вероятность).
- A marine insurance term referring to losses against which the insurer agrees to indemnify the insured. these involve peril of the sea or fortuitous events incident to the voyage. they may be occasioned by storm, shipwreck, jetsom, prize, pillage, fire, war, reprisals, detention by foreign government, losses experienced for the common benefit, or expenses which would not have taken place absent such events. cargo insurance covers most perils except strikes, riots, civil unrest, capture, war, seizure, civil war, piracy, loss of market, and inherent vice. coverage may be comprehensive, or limited to enumerated perils, or for the benefit of particular persons, or for a right 262 specific time period. it may be restricted to voyage out, or voyage in, or part of the route, or from port to port. terrorism may be excluded or subject to supplementary coverage.
- Often defined as the standard deviation of the return on total investment. degree of uncertainty of return on an asset. in context of asset pricing theory. see: systematic risk.
- Клиент (страх.)
- Combination of the probability of occurrence of harm and the severity of the harm (iso iec 51).
- A measure of the chances that damage to life, property, or the environment will occur if a hazard occurs. risk includes consideration of the severity of the damage and is often stated as a probability or range of probabilities.
- The combination of the severity of a hazard and the likelihood of its occurrence.
Risk, английский
Risk, шведский
Kombination av sannolikheten för uppkomst av skada och hur allvarlig skadan (iso iec 51).
Risk a run, to, английский
To take chance without convoy.
Risk acceptance, английский
An informed decision to accept the consequences and the likelihood of a particular risk.
Risk adjusted discount rate, английский
Risk adjusted return on capital, английский
Risk adjusted return on capital (raroc), английский
The return on capital on an asset portfolio after taking account of the risk weightings of each asset as determined by basel ii.
Risk adjusted value of additional collateral, английский
Risk aggregation, английский
Risk allocation, английский
Risk is borne by different parties depending on the nature of the formal (or implicit) contracts linking the parties. one principle of efficient risk allocation is that those parties best able to mitigate the risk (through portfolio adjustments or behavioral responses) should be assigned (or allocated) the risk. price cap regulation tends to transfer (or allocate) commercial and production risk to investors—leading to a higher required return on their investment. rateofreturnregulation tends to allocate more risk to consumers-leading to lower required returns for investors (but greater risk borne by customers).
Risk analysis, английский
- A systematic use of available information to determine how often specified events may occur and the magnitude of their consequences.
- Evaluates the possible outcomes of various harvesting strategies or management options.
- The evaluation, classification, and prioritization of risks.
- The systematic use of available information to identify hazards and to estimate the risk (iso iec 51).
- The activity of assigning probabilities to the expected outcomes of drilling venture. s
Risk and health assessment program, английский
A microsoft services premier support offering that helps prevent serious issues from occurring by analyzing the health and risks present in an environment.
Risk appetite, английский
Ориентированность на риски
Risk arbitrage, английский
Traditionally, the simultaneous purchase of stock in a company being acquired and the sale of stock of the acquirer. modern risk arbitrage focuses on capturing the spreads between the market value of an announced takeover target and the eventual price at which the acquirer will buy the target`s shares.
Risk assessment, английский
- The overall process of risk analysis and risk evaluation.
- With respect to radiation protection , risk assessment is essentially about assessing risk of radiation exposure in order to mitigate that exposure, ensuring doses are as low as reasonably practicable (alarp ) and certainly below dose limits . in the uk r
- Overall process comprising a risk analysis and a risk evaluation (iso iec 51).
Risk assessment (estimation), английский
Risk assessment and management system, английский
Risk assessment matrix (ram), английский
Матрица оценки рисков.
Risk assessment software, английский
, grc software.
Risk assessment, risk measurement, risk evaluation, английский
Probability, английский
- Probability can be generally defined as a measure of how likely some event will occur. the event could be an explosion, a lottery win or perhaps cancer induction. mathematically speaking, the value of probability varies between 0 and 1 where 0 means an ev
- Вероятность. возможность.
- The probability of an event is a number between zero and 100%. the meaning (interpretation) of probability is the subject of theories of probability, which differ in their interpretations. however, any rule for assigning probabilities to events has to satisfy the axioms of probability.
- Вероятность
- Вероятность probability sample, syn. random sample
- Вероятность. мера случайности появления конкретного события. например, вероятность случайного выбора из популяции человека с конкретным качеством соответствует доле людей в популяции, обладающих этим качеством.
- Вероятность; возможность
- Вероятность; обеспеченность (гидрологической величины) ~ of no-failure вероятность безотказной работы
- Probability is a method for representing uncertainty about propositions or events. it represents the uncertainty about a proposition on a scale from 0 to 1, with a 0 representing complete certainty that the proposition is false or an event will not occur and a value of one will represent the opposite. formally, a probability measure is one that follows kolmogorov`s axioms. there are two main schools of thought on the meaning of probability. frequentists take a narrow interpretation of probability allowing only hypothetically repeatable events or experiments as being quantifiable by probability, while bayesians take a broader interpretation that allows reasoning about "one-shot" events and propositions based on the current knowledge about nature. the bayesian interpretation is most commonly used in artificial intelligence, while the frequentist interpretation is most commonly taught in statistics courses. the label "bayesian" arises from the central role that the bayes theorem plays in this use of probability. it allows one to reason from effects to causes and encourages the use of probability measures to describe supposedly fixed events or propositions which frequentists disallow. the probability for these events reflects one`s state of knowledge about the event, rather than being an assertion that the unknown event can vary. for example, a bayesian would have no qualms about making statements about the probability that a given die, rolled and hidden from his sight is, for example, a six. a frequentist would be unable to make such a statement, preferring to talk about his confidence in the method when applied to a hypothetically large number of repeated experiments. in the end, they would act in similar ways. when the long run data are available, bayesians and frequentists end up with the same estimates. see also: bayes theorem, kolmogorov`s axioms.
- Вероятность. математическое измерение возможности появления неко-его события, выраженное в виде дроби или процента [30]. значения статистической вероятности лежат в пределах от 1 или 100 процентов (всегда) до 0 или 0 процентов (никогда) [20]. наибольшее приближение к истинной вероятности дает относитель-ная частота события, полученная на основе большой серии измерений или результа-тов [33]. вероятность может быть также определена как выражение в некоторой неопределимой форме "степени уверенности" или как предельная частота события в бесконечной случайной последовательности [49].
- The likelihood of something happening. for example, sale being made.
- Вероятность. математическое измерение возможности появления некоего события, выраженное в виде дроби или процента [30]. значения статистической вероятности лежат в пределах от 1 или 100 процентов (всегда) до 0 или 0 процентов (никогда) [20]. наибольшее приближение к истинной вероятности дает относительная частота события, полученная на основе большой серии измерений или результатов [33]. вероятность может быть также определена как выражение в некоторой неопределимой форме "степени уверенности" или как предельная частота события в бесконечной случайной последовательности [49].
- The relative likelihood of a particular outcome among all possible outcomes.
- Likelihood that an event may occur, expressed as a number between 0 and 1.
Distribution, английский
- Распределение. размещение.
- Распределение - рыночный процесс, при котором крупные рыночные трейдеры в основном продают бумаги мелким трейдерам;
- The distribution of a set of numerical data is how their values are distributed over the real numbers. it is completely characterized by the empirical distribution function. similarly, the probability distribution of a random variable is completely characterized by its probability distribution function. sometimes the word "distribution" is used as a synonym for the empirical distribution function or the probability distribution function. if two or more random variables are defined for the same experiment, they have a joint probability distribution.
- Refers to the spread and shape of a frequency curve of some variable. a histogram is one way to graphically display the distribution of test results by showing the frequency of observations on the y-axis versus the magnitude on the x-axis. the normal or gaussian curve is one form of a distribution.
- Распределение
- Торговля; сфера обращения; распределение
- A way to limit where your usenet postings go. handy for such things as for sale messages or discussions of regional politics.
- The movement of freshly mixed concrete toward the point of placement, either by motorized tools or by hand. distribution-bar reinforcement, distribution
- N дистрибуция complementary ~ дополнительная дистрибу- ция, отношение дополнительности5 contrastive ~ контрастная, контрастирущая дистрибуция non-contrastive ~ неконтрастная, неконтра- стирущая дистрибуция distribution(al)
- Распределение dna (deoxyribonucleic acid)
- Распределение. 1. распределение данных. данные могут иметь определенную форму (вид) распределения, которая зависит от их характеристик. например, рост имеет нормальное распределение (см. normal distribution), а результаты метания игральных костей следуют равномерному (случайному) распределению. 2. распределение (распространение) вещества и его метаболитов в организме после применения препарата. обычно описывается с помощью объема распределения (см. volume of distribution) и свободной фракции.
- Diamond pattern
- A payout of cash or property from a corporation to a shareholder.
- Распределение; размещение; распространение; разводка (труб) ~ of bending stresses over the cross
- Распределение. ранжирование значений переменной от наименьшего до наибольшего и результирующая совокупность характеристик или показателей, выстроенных в виде графика [20]. плотность распределения, например, показывает возможные значения параметра в зависимости от числа появлений каждого значения в выборке или совокупности. во многих случаях это характеризует разброс единич-ных значений выборки или совокупности вокруг среднего значения.
- The delivery of electricity to the retail customer’s home or business through low voltage distribution lines.
- The spatial range of a species, usually on a geographic but sometimes on a smaller scale, or the arrangement or spatial pattern of a species over its habitat. • food resources will lead to this distribution. d. over space: • altitude: species diversity less abundant in higher than lower altitudes. • latitude: ecosystems are more complex in equatorial regions than in higher latitudes (poles) • scale: the greater the sample the better interpretability. • spatial: • aggregated or clump d.: individuals form one or more clumps, attracted to areas with the greatest availability of food or shelter and avoiding less hospitable terrain. • random d.: individual spacing would be determined by chance. • regular or uniform spacing d.: individuals may also be drawn together by some social interaction, such as mating or parental care. in other cases, antagonistic interactions between individuals or scarce d. over time: • habitat: (see there). • succession (see there).
- The transport of low voltage electricity. this connects the transmission network with the majority of electricity consumers. the process is overseen by a distribution network operator. management of distribution is a natural monopoly due to the economies of scale inherent to it. reeep / sustainable energy regulation network – august 2004 - revised september 2010 4
- The set of values of a variable together with the probabilities (->probability) associated with each. a tabulation of the frequencies of tokens by types.
- The process of managing the flow of goods and services from the producer to the customer.
- Распределение. ранжирование значений переменной от наименьшего до наибольшего и результирующая совокупность характеристик или показателей, выстроенных в виде графика [20]. плотность распределения, например, показывает возможные значения параметра в зависимости от числа появлений каждого значения в выборке или совокупности. во многих случаях это характеризует разброс единичных значений выборки или совокупности вокруг среднего значения.
- The act or process of delivering electric energy from convenient points on the transmission system (usually a substation) to consumers.
- Выплата дивидендов
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Investible indices, английский
Usually refers to the standard and poors/international finance corporation emerging market indices which are weighted by the amount of market capitalization that foreigners can obtain in each company. the ifcg (global) index weights each stock by total capitalization. the ifci (investible) index weighs by investible capitalization.
Coverage initiated, английский
Usually refers to the fact that analysts begin following a particular security. this usually happens when there is enough trading in it to warrant attention by the investment community.
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