# Regulator-based risk statistics for portfolios

## TL;DR

This paper introduces regulator-based risk statistics for portfolios, providing a new dual representation that enhances risk analysis by capturing regulatory considerations more effectively.

## Contribution

It develops properties of regulator-based risk statistics and derives their dual representation, advancing risk measurement in financial portfolios.

## Key findings

- New dual representation for regulator-based risk statistics
- Enhanced understanding of regulatory risk in portfolio analysis
- Framework applicable to risk management practices

## Abstract

Risk statistic is a critical factor not only for risk analysis but also for financial application. However, the traditional risk statistics may fail to describe the characteristics of regulator-based risk. In this paper, we consider the regulator-based risk statistics for portfolios. By further developing the properties related to regulator-based risk statistics, we are able to derive dual representation for such risk.