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This topic has appeared in the trending rankings 1 time(s) in the past year. While it does not trend frequently, its appearance suggests a renewed or concentrated surge of public interest.
Based on Wikipedia pageviews and search interest, this topic gained significant attention on the selected date.
Conditional_value_at_risk entered the ranking for the first time today at position #. This is its highest position ever recorded.
This topic has appeared in the English Wikipedia rankings 1 time. It first appeared on 2026-06-10 and was most recently seen on 2026-06-10.
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 of cases. ES is an alternative to value at risk that is more sensitive to the shape of the tail of the loss distribution.
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