There are a number of alternative approaches to the calculation of the foreign exchange risk in options. As stated in section CA-11.1, with the CBB's prior written approval, a bank may choose to use internal models to measure the options risk. Extra capital charges will apply to those option risks that the bank's internal model does not capture. The standardised framework for the calculation of options risks and the resultant capital charges is described, in detail, in chapter CA-13. Where, as explained in paragraph CA-11.3.1, the option delta value is incorporated in the net open position, the capital charges for the other option risks are calculated separately.