The enhanced model is called SRISK, which evaluates the expected capital shortfall for a firm in a crisis scenario. To calculate this SRISK, one should first determine the Long-Run Marginal Expected Shortfall (LRMES), which measures the relationship between a firm's equity returns and the market's return (estimated using asymmetric volatility, correlation, and copula). Then, the model estimates the drop in the firm's equity value if the aggregate market experiences a 40% or larger fall in a six-month period to determine how much capital is needed in order to achieve an 8% capital to asset value ratio.