Ideally, the supervisory principles set forth in this document would be incorporated within a bank's internal models for measuring trading book risks and assigning an internal capital charge to these risks. However, in practice a bank's internal approach for measuring trading book risks may not map directly into the above supervisory principles in terms of capital horizon, constant level of risk, rollover assumptions or other factors. In this case, the bank must demonstrate that the resulting internal capital charge would deliver a charge at least as high as the charge produced by a model that directly applies the supervisory principles.