Where a bank has a VaR measure that incorporates specific risk from equity risk positions and where the CBB has determined that the bank meets all the qualitative and quantitative requirements for general market risk models, as well as the additional criteria and requirements set out in Paragraphs CA-14.11.1 to CA-14.11.6 below, the bank is not required to subject its equity positions to the capital charge according to the standardised measurement method as specified in Paragraphs CA-10.1.1 to CA-10.5.7.