Expected Shortfall (Also Referred to as Conditional VaR and Expected

question 57

True/False

Expected shortfall (also referred to as conditional VaR and expected tail loss) tells us the average of the losses in the tail of the distribution beyond the 99th percentile.

---

Definitions:

Reports

Documents that provide a detailed account or statement about a specific subject or activity.

File Cabinet

A piece of office furniture used for storing documents in a manner that's organized and easily accessible.

Files

Objects, digital or physical, that store data, information, or documents for organization and retrieval.

EHRs

Electronic Health Records, digital versions of patients' paper charts, used by healthcare providers to track patient health information.