Why Are Tail Risk Events Particularly Important for Derivatives Margin?

Tail risk events, which are low-probability, high-impact occurrences, are crucial because derivatives, especially options, can generate non-linear and disproportionately large losses in extreme market moves. Margin must be sufficient to cover these rare but catastrophic losses to prevent a CCP failure and systemic crisis.

How Do Decentralized Exchanges (DEXs) with Low Liquidity Make an Oracle Vulnerable?
Define the Term “Tail Risk” and How It Relates to Short-Term Hedging
What Is the Relationship between “Black Swan” Events and Tail Risk?
What Is a ‘Confidence Level’ in the Context of Risk Management and Guarantee Funds?
What Is the Risk Associated with Trading the “Wings” of the Volatility Smile?
How Does the Concept of “Tail Risk” Specifically Apply to Short Volatility Strategies in Crypto?
How Does the “Tail Wagging the Dog” Analogy Apply to Futures and Spot Markets?
What Is a ‘Stress Test’ and How Does It Inform Collateral Requirements?

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