In the financial market, a measure of the certainty of a loss expectation, i.e. the probability that a value determined by the value at risk (the calculated loss that may occur in the event of an unfavorable market development within a risk horizon) will be close to this pre-calculated expected value. – See contingent loss, Gini coefficient, Herfindahl-Hirschman index, risk. – Cf. Monthly Report of the Deutsche Bundesbank of December 2007, pp. 59 ff (measures and measurement methods).
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