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  2. Expected shortfall - Wikipedia

    en.wikipedia.org/wiki/Expected_shortfall

    Expected shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst q % {\displaystyle q\%} of cases.

  3. Tail value at risk - Wikipedia

    en.wikipedia.org/wiki/Tail_value_at_risk

    Under some formulations, it is only equivalent to expected shortfall when the underlying distribution function is continuous at ⁡ (), the value at risk of level . [2] Under some other settings, TVaR is the conditional expectation of loss above a given value, whereas the expected shortfall is the product of this value with the probability of ...

  4. Coherent risk measure - Wikipedia

    en.wikipedia.org/wiki/Coherent_risk_measure

    Under these conditions the 95% VaR for holding either of the bonds is 0 since the probability of default is less than 5%. However if we held a portfolio that consisted of 50% of each bond by value then the 95% VaR is 35% (= 0.5*0.7 + 0.5*0) since the probability of at least one of the bonds defaulting is 7.84% (= 1 - 0.96*0.96) which exceeds 5%.

  5. Value at risk - Wikipedia

    en.wikipedia.org/wiki/Value_at_risk

    For example, if a portfolio of stocks has a one-day 5% VaR of $1 million, that means that there is a 0.05 probability that the portfolio will fall in value by more than $1 million over a one-day period if there is no trading. Informally, a loss of $1 million or more on this portfolio is expected on 1 day out of 20 days (because of 5% probability).

  6. 2025 COLA Shortfall: Why Social Security Retirees Are Losing ...

    www.aol.com/2025-cola-shortfall-why-social...

    Social Security benefits received a 2.5% cost-of-living adjustment (COLA) in 2025, but for many retirees, this is not enough to keep up with rising prices. ... The 2025 COLA shortfall is a good ...

  7. RiskMetrics - Wikipedia

    en.wikipedia.org/wiki/RiskMetrics

    Since there are three risk measures covered by RiskMetrics, there are three incremental risk measures: Incremental VaR (IVaR), Incremental Expected Shortfall (IES), and Incremental Standard Deviation (ISD). Incremental statistics also have applications to portfolio optimization.

  8. Fewer UW campuses projecting deficits. But one ... - AOL

    www.aol.com/fewer-uw-campuses-projecting...

    Fewer UW campuses expected to run deficits. Six of the 13 universities project deficits for this coming school year: UW-Oshkosh: $8.6 million. UW-River Falls: $3.2 million. UW-Eau Claire: $1.6 million

  9. U.S. Hospital Capacity Could Reach 'Dangerous Threshold ...

    www.aol.com/u-hospital-capacity-could-reach...

    Related: Patient Dies After Hospital Asks Wrong Family About Removing Life Support If the amount of beds aren’t increased, researchers estimate that, given the “aging population ...