Pushing beyond simple execution, because performing Kolmogorov-Smirnov tests does not guarantee relevance without a deep understanding of underlying market dynamics. The validity of this realization is conditional and should not be treated as conclusive proof, especially in emerging markets where non-stationarity is common. A small deviation in the lower ranks can mask a significant risk asymmetry, essential for reserve management. For example, KS tests could show a misleading similarity between empirical and reference data for the Brazilian Real if exogenous shocks on commodities are not properly modeled, hiding significant tail risks.