+10. The table below summarises the main issues described above concerning the level of consistency …

10. The table below summarises the main issues described above concerning the level of consistency …

The table below summarises the main issues described above concerning the level of consistency between the methodological aspects of the current VaR and Stressed VaR measure.

Is consistency between VaR and Stressed VaR

Yes for… Confidence level	required? No for… Weighting scheme	Subject to verification Changes to models Use of Taylor series
Holding period	Back-testing Length of historical observation period Frequency of computation	approximations Scaling method

1. Forbhreathnú

Teideal	Rialáil

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais
Foinse	Ceanglas

3. Caighdeáin ghaolmhara

Caighdeáin
Foinse	Ceanglas

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