The article discusses different ways to determine how much money banks should set aside to cover potential losses from market risks in their trading activities. One idea is to use a model to measure these risks, but there are challenges in finding a reliable model. Another approach is to use the bank's own risk measurement model, but this also has limitations in accurately estimating long-term risk exposure. The study suggests that current models may not be able to accurately measure risks over time and that there are difficulties in verifying the accuracy of risk estimates. This means that using internal models to set capital requirements for market risks may not be the best option if accuracy and independent verification are important.