At least you put them in there. It is always worth knowing the limits of models and where and how the assumptions behind them breakdown. VaR is something with l

At least you put them in there. It is always worth knowing the limits of models and where and how the assumptions behind them breakdown. VaR is something with limits that the real world has reached on numerous occasions which I thought was worth highlighting and when it breaks it can do so in a catastrophic manner so that it essentially no longer functions.