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Thesis on estimating VaR with copulas

I am on my last year of bachelor program and I am about to start writing my thesis, which I guess will be somehow related to copulas and VaR. Last year I wrote a term paper with my instructor about estimating VaR of a 2-stock portfolio with copulas and compared the results to those obtained by historical simulation and parametric approach. I've already had a conversation with my tutor and we both agreed that my thesis will be based on my term paper. However, as there are really a lot of papers on estimation of the portfolio VaR with copulas, my instructor told me to find some acute issue or problem that has not been touched upon before. My tutor also offered me to write about the economic capital of the bank and the use of copulas in this field. Anyway, everything remains rather vague, so I am really looking for some interesting ideas on copulas, portfolio VaR, etc.