The quantitative and qualitative criteria for recognition of internal market risk models for repo-style transactions and other similar transactions are in principle the same as in Chapter CA-14. With regard to the holding period, the minimum will be 5-business days for repo-style transactions, rather than the 10-business days in the Market Risk Amendment. For other transactions eligible for the VaR models approach, the 10-business day holding period will be retained. The minimum holding period should be adjusted upwards for market instruments where such a holding period would be inappropriate given the liquidity of the instrument concerned.