expected tail-loss (urgent)

17:28 Jul 12, 2017

This question was closed without grading. Reason: Other

English to French translations [PRO]
Law/Patents - Finance (general)

English term or phrase: expected tail-loss (urgent)

Dans un rapport annuel d'un banque anglaise. Unique occurrence.

Dans "The Firm has an overarching VaR model framework which is used for risk management and disclosure purposes Firmwide and utilises historical simulation based on data for the previous twelve months. Risk Management VaR is calculated assuming a one-day holding period and an expected tail-loss methodology which approximates a 95% confidence level."

Merci d'avance.

trossin KudoZ activity Questions: 180 (1 open) (12 without valid answers) (38 closed without grading) Answers: 117
Local time: 02:55

Summary of answers provided

valeur en risque conditionnelle

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38 mins confidence:

expected tail-loss valeur en risque conditionnelle

Explanation:
http://iate.europa.eu/

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Canada
Local time: 20:55
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PRO pts in category: 4

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