Before revision:  These findings severely question the assumption of comonotonicity in a world of "discounted" capital positions and seem to call for a renewed discussion about the meaning and the role of comonotonicity within a capital adequacy framework  .
After revision:  The incompatibility with risky eligible assets is systematic whenever the acceptability criterion is based on Value at Risk or any convex distortion risk measures such as Expected Shortfall. These findings show the limitations of the concept of comonotonicity in a world of "discounted" capital positions and seem to call for a renewed discussion about the meaning and the role of comonotonicity within a capital adequacy framework .