Before revision:  Furthermore we are able to easily incorporate "middle-size" and "large-size" events within our framework . Results of a concrete implementation are provided. The method also allows a precise distinction between the information obtained from the market and the one coming from the necessary  intuition of the risk manager  .
After revision:  Furthermore we are able to easily incorporate "middle-size" and "large-size" events within our framework always making a precise distinction between the information obtained from the market and the one coming from the necessary intuition of the risk manager .