6. Under exceptional circumstances, if an institution can demonstrate that it cannot incorporate …

Under exceptional circumstances, if an institution can demonstrate that it cannot incorporate enhancements to the current VaR methodology in the Stressed VaR, such situations should be documented and the institution should be able to demonstrate that the impact (for example, in terms of VaR or capital requirements) resulting from the current VaR developments which are not implemented in the Stressed VaR measure is limited.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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