Banks subject to the market risk framework publish annual Table MRA on market risk objectives and policies and semiannual MR1 (standardised approach) or MR3 (simplified standardised approach); banks using internal models also publish annual Table MRB and quarterly MR2 (DIS50.1, DIS50.2). Banks subject to CVA capital requirements publish annual Table CVAA, semiannual CVA1 or CVA2 for the reduced or full basic approach, and, for SA-CVA users, annual Table CVAB, semiannual CVA3 and a quarterly CVA4 RWA flow statement (DIS51.1). All banks publish annual Table ORA on the operational risk framework and Templates OR2 (business indicator and subcomponents) and OR3 (minimum required operational risk capital); OR1, annual, gives aggregate losses over the past 10 years and applies to banks in the second or third business indicator bucket and to first-bucket banks approved to use internal loss data (DIS60.1). For IRRBB the bank publishes annual Table IRRBBA on objectives and policies and annual Template IRRBB1 with changes in EVE and NII under the prescribed SRP31 shocks, normally from its own measurement system (DIS70.1 to DIS70.3). EVE excludes own equity, covers all rate-sensitive banking book cash flows and assumes a run-off balance sheet; NII assumes a constant balance sheet and is shown over a rolling 12-month period, with margin and discounting choices disclosed (DIS70.4, DIS70.5).
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.