In addition to these data and modelling criteria, for a bank to apply this exception it must regularly apply a set of specific, predetermined stress scenarios to the portfolio that receives internal model regulatory capital treatment (i.e., the 'correlation trading portfolio'). These stress scenarios will examine the implications of stresses to (i) default rates, (ii) recovery rates, (iii) credit spreads, and (iv) correlations on the correlation trading desk's P&L. The bank must apply these stress scenarios at least weekly and report the results, including comparisons with the capital charges implied by the banks' internal model for estimating comprehensive risks, at least quarterly to the CBB. Any instances where the stress tests indicate a material shortfall of the comprehensive risk measure must be reported to the CBB in a timely manner. Based on these stress testing results, the CBB may impose a supplemental capital charge against the correlation trading portfolio, to be added to the bank's internally modelled capital requirement.