Method to determine AVA | |
| Approach - Approach used for the calculation of capital requirements (or exposure value in LR) |
| x113 - Expert based approach (Reports:C 32.02.a; C 32.03; ) |
| C 32.02.a | Prudent valuation: Core approach – Pre and post diversification |
| C 32.03 | Prudent valuation. Model risk AVA |