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Der Xloss (Loss-in-Extreme-Markets) ist ein Wert um den maximal zu erwarteten Verlust in einem Wertpapier zu extremen Marktbewegungen zu berechnen. Anhand des Xloss lässt sich einschätzen, mit welchen Auswirkungen auf einen bestimmten Wert des eigenen Portfolios während einer extremen Börsenlage zu rechnen ist.
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