Before revision:  Since tail risk measures only depend on the upper tail of a distribution , standard methods of scenario generation, which typically spread there scenarios evenly across the  support of the solution, struggle to adequately represent tail risk well .
After revision:  Tail risk measures are useful for quantifying potential losses in worst cases. However, for scenario-based problems these are problematic: because the value of a tail risk measure only depends on a small subset of the support of the distribution of asset returns, traditional scenario based methods, which spread scenarios evenly across the support of the solution, struggle to adequately represent tail risk well .