The quest for the perfect tail risk solution

Tools for tackling tail risk


Tail risk, broadly defined as the risk of an asset moving more than three standard deviations from its current price, has typically been associated with the fear of future loss. But the concept of tail risk has taken a new direction since the beginning of the year, with some market participants now labelling the potential of missing the "rebound of the century" as a tail risk.

"When talking about tail risk, most investors are thinking about a Lehman Brothers story with the whole market going to

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here