The bank must demonstrate that the approach used to capture incremental risks meets a soundness standard comparable to that of the internal-ratings based approach for credit risk as set forth in this Framework, under the assumption of a constant level of risk, and adjusted where appropriate to reflect the impact of liquidity, concentrations, hedging, and optionality. A bank that does not capture the incremental risks through an internally developed approach must use the specific risk capital charges under the standardised measurement method as set out in Paragraphs CA-9.2.3 to CA-9.2.17 and CA-10.3.2.