XPayIndustry WIKIBack to home
XPAY KNOWLEDGE

Industry WIKI

Digital assets and currencies

Understand assets, networks and trading mechanics with sources you can check.

Trading basics

Expected shortfall

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