摘要翻译：
银行的监管和风险管理依赖于潜在的风险措施。一般来说，这是风险度量的唯一目的。在本文中，我们建议风险度量的报告可以用来确定一个金融实体的损失分布函数。我们证明，缺乏足够的信息会导致模棱两可的风险情况。我们举了一些例子，说明为了确定一家银行的损失分布，需要报告多种风险度量。最后，我们提出了银行报告多种风险度量的监管要求，并给出了具体建议。
---
英文标题：
《Viewing Risk Measures as Information》
---
作者：
Dominique Gu/'egan, Wayne Tarrant
---
最新提交年份：
2011
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
--
一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--

---
英文摘要：
  Regulation and risk management in banks depend on underlying risk measures. In general this is the only purpose that is seen for risk measures. In this paper we suggest that the reporting of risk measures can be used to determine the loss distribution function for a financial entity. We demonstrate that a lack of sufficient information can lead to ambiguous risk situations. We give examples, showing the need for the reporting of multiple risk measures in order to determine a bank's loss distribution. We conclude by suggesting a regulatory requirement of multiple risk measures being reported by banks, giving specific recommendations.
---
PDF链接：
https://arxiv.org/pdf/1111.4417