(2) The VAR measures must be based on an historical observation period (or effective observation period for a bank using a weighting scheme or other similar method) of at least one year.
(The VAR measures; must be based; on an historical observation period (or effective observation period for a bank) (a bank; using; a weighting scheme or other similar method) of at least one year)
The VAR measures a bank
must be based using
on an historical observation period (or effective observation period for a bank
a weighting scheme or other similar method) of at least one year