{"id":72,"count":3,"description":"Standard risk measures in the real estate industry describe the normal case and rest on smoothed valuation series. What determines capital preservation, however, are the rare and severe dislocations at the edge of the distribution, and this is precisely where our tail risk analytics begins: it models the most severe five percent of price events and derives a tail index at entity level. What remains structurally invisible in measures such as SRI and VEV thereby becomes measurable as a risk quantity in its own right.","link":"https:\/\/d-darks.com\/en\/category\/tail-risk-in-commercial-real-estate\/","name":"Tail Risk","slug":"tail-risk-in-commercial-real-estate","taxonomy":"category","parent":0,"meta":[],"acf":[],"_links":{"self":[{"href":"https:\/\/d-darks.com\/en\/wp-json\/wp\/v2\/categories\/72","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/d-darks.com\/en\/wp-json\/wp\/v2\/categories"}],"about":[{"href":"https:\/\/d-darks.com\/en\/wp-json\/wp\/v2\/taxonomies\/category"}],"wp:post_type":[{"href":"https:\/\/d-darks.com\/en\/wp-json\/wp\/v2\/posts?categories=72"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}