‹ CA-14.13.4 Soundness Standard Comparable to IRB › Key Supervisory Parameters for Computing IRC Soundness Standard Comparable to IRB CA-14.13.5 CA-14.13.6 CA-14.13.7 Constant Level of Risk over One-Year Capital Horizon CA-14.13.8 CA-14.13.9 CA-14.13.10 Liquidity Horizon CA-14.13.11 CA-14.13.12 CA-14.13.13 CA-14.13.14 CA-14.13.15 CA-14.13.16 Correlations and Diversification (a) Correlations between Defaults and Migrations (b) Correlations between Default or Migration Risks and other Market Factors Concentration CA-14.13.19 Risk Mitigation and Diversification Effects CA-14.13.20 CA-14.13.21 CA-14.13.22 CA-14.13.23 Optionality CA-14.13.24 Validation CA-14.13.25 Use of Internal Risk Measurement Models to Compute the IRC CA-14.13.26 CA-14.13.27 CA-14.13.28 ‹ CA-14.13.4 Soundness Standard Comparable to IRB ›
