To let others join in the discussion, I will switch to english.

"Value-at-Risk" (of an exposure or a portfolio) is not a measurable variable, but it is estimateable. There are couple things I would like to point out:

1) When choosing the Merton model, you would need constant LGD (or downturn LGD), PD, and the asset correlation. The Basel Accord uses this model and there is an extensive guideline on downturn LGD methodology published by EBA.

2) When an institution wants to estimate its portfolio's Value-at-Risk, there are plenty ways to do this. In fact, there are too many models leading to different results. The EBA critised the high variability of IRB approach caused by high flexibility on the model choice. This implies that internally calculated VaRs are highly unreliable.

3) Institutions often choose simple models (such as OLS) which require "simple" (typically macro) information, such as GDP, industry index, etc. But a sophisticated methods are often used as well (such as Monte Carlo or EVT-based or copula-based). Each requires different information.

4) Popular softwares estimating VaR, such as CreditMetrics or Credit Risk Plus, require heavy calibration from institutions as well.

In short, it is not possible to answer your question, when reliable estimation (or measurement as you suggested) is asked for. However, the project refers to islamic banks. While the value-at-risks of particular islamic banks are quite difficult to estimate without getting internal informations from these banks, their RWAs contain information on the risk profiles and are adequate substitute (depending on what you want to analyse). The only difficulty you will face is the possible different regulations, as islamic banks are rarely objects to the Basel accord (or similar).