A global investment bank has a stated market risk appetite defined as a maximum annual potential loss of 1.5% of its $200 billion Tier 1 capital due to market movements, with a 99.0% confidence level over a 1-day horizon. The aggregated 1-day 99.0% VaR for its trading book is currently $2.8 billion. However, a recent extreme stress test scenario (a 25bp parallel shift in the yield curve) indicates a potential loss of $4.5 billion. The firm's market risk limits for individual trading desks are set to aggregate to a total VaR of $2.5 billion, which is reviewed quarterly.

Considering the firm's Enterprise Risk Management (ERM) framework, which action would most effectively demonstrate a robust application of its market risk appetite framework to manage financial risk?