This question was closed without grading. Reason: Other
Jul 12, 2017 17:28
6 yrs ago
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English term

expected tail-loss (urgent)

English to French Law/Patents Finance (general)
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.
Proposed translations (French)
5 valeur en risque conditionnelle

Proposed translations

38 mins
English term (edited): expected tail-loss

valeur en risque conditionnelle

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