One of the scapegoats of the financial crisis was value at risk. Still communicating risks effectively to clients is a big challenge and hugely important (also to keep your job as a quant!) In this question I am talking mainly about potential losses and drawdowns of trading strategies and derivatives.
My question
Do you know innovative (or experimental) ways of communicating risk? These can be new ratios or visualizations or animations or .... Also unconventional ideas are welcome! The more intuitive these new ways are the better! If possible please give examples and/or references.