As an alternative to standard haircuts banks may, subject to approval from CBB, use VaR models for calculating potential price volatility for repo-style transactions and other similar SFTs, as set out in paragraphs CA-4.3.22 to CA-4.3.25 below. Alternatively, subject to approval from the CBB's, they may also calculate, for these transactions, an expected positive exposure, as set forth in Appendix CA-2 of this Module.