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.
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
We have 130 other meanings of ETL in our Acronym Attic
- Enterprise of Telecommunications Lao (Laos)
- Environmental Technology Laboratory
- Environmental Testing Laboratories (various locations)
- Equipment Testing Lab
- Espace-Trial-Loisirs (French: Recreation-Area-Trial; newsgroup)
- Essex Terminal Railway Co (Canada)
- Estimated Tour Length (US Air Force)
- Eutelsat Communications (France)
- Executive Team Leader
- extensive temporal lobectomy
- Extra-Terrestrial Life
- Extract, Transform, Load (data)
- Extraction, Transformation, & Loading (data)
- Executive Team Leader - Guest Experience
- Executive Team Leader-Guest Service (Target stores)
- Executive Team Leader-Hardlines (Target stores management)
- Executive Team Leader Softlines (Target stores management)
- East Tennessee Library Association (Knoxville, TN)
- Electric Transport in Latin America (online resource)
Samples in periodicals archive:
This, combined with Expected Tail Loss (ETL), offers a powerful tool for assessing the risk and reward impact of potential portfolio changes.
Conversely, bank balances are available in enhanced risk modules for stress testing, including in the enhanced Cash Flow at Risk (CFaR) module, which now reports expected tail loss.