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What does ETL stand for?

ETL stands for Expected Tail Loss (aka expected shortfall)

This definition appears somewhat frequently and is found in the following Acronym Finder categories:

  • Business, finance, etc.

See other definitions of ETL

Other Resources:
We have 130 other meanings of ETL in our Acronym Attic

Samples in periodicals archive:

For example, fixed income arbitrage has relatively low volatility during normal times, but has a very high expected tail loss, while global macro strategies will add more volatility to a portfolio during normal times, but add less to the expected tail loss.