On this page
Name what was modeled
State the loss quantity, unit, horizon, exposure basis, input source and normal-law status. If the inputs are hypothetical, retain that label. A displayed quantile alone does not identify its distribution or estimator.
Give a precise original summary
For a declared same-horizon normal loss law with mean 0 and dispersion 10 units, 95% VaR is about 16.448536 and ES 20.627128 units. The selected tail probability is 5%; the normal law has unbounded support.
Make unresolved questions actionable
| Issue | Required record |
|---|---|
| Mixed input units | Correct loss transformation and dispersion basis |
| Unknown shape | Distribution assumption or assessment evidence |
| Portfolio aggregation | Joint law and exposure transformation |
| Horizon change | Additive/dependence model or new loss record |
| Unexpected sign | Mean and positive-loss convention |
Keep the result in its stated context
An algebraically correct normal-model summary does not certify a regulatory implementation or establish the largest possible real-world loss. Preserve the specific missing evidence so another reviewer can assess the intended model use.