Before revision:   Since liquidation normally takes place within a short period of time, modelling the risk as a Levy process should provide a realistic model with good statistical fit to observed market data, thus providing a realistic reflection of the investors market risk.
After revision:  Since liquidation normally takes place within a short period of time, modelling the risk as a Levy process should provide a realistic model with good statistical fit to observed market data, thus providing a realistic reflection of the agent's market risk.