  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.
