‹ CA-14.12.1 IRC-covered Positions and Risks › CA-14.13 Principles for Calculating the Incremental Risk Charge (IRC) IRC-covered Positions and Risks CA-14.13.1 CA-14.13.2 CA-14.13.3 CA-14.13.4 Key Supervisory Parameters for Computing IRC Soundness Standard Comparable to IRB Constant Level of Risk over One-Year Capital Horizon Liquidity Horizon Correlations and Diversification Concentration Risk Mitigation and Diversification Effects Optionality Validation Use of Internal Risk Measurement Models to Compute the IRC ‹ CA-14.12.1 IRC-covered Positions and Risks ›
