Interconnectivities and regulatory impact [36]

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Bullet points include: Greater emphasis on stress testing and less statistical approaches? Greater emphasis on reverse stress testing? Likely greater emphasis on Expected Shortfall (ES) relative to Value-at-Risk (VaR)? Better capture of tail risk Ties in better with conceptual basis of capital adequacy Specifically, better reflects losses that regulators, governments and customers might face in firm-wide tail events

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