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      "text": "Stressed value-at-risk: calculates a stressed value-at-risk measure based on a continuous 1 year period of significant market stress.\nIncremental Risk Charge: captures default and credit migration risks in addition to the risks already captured in value-at-risk for credit-sensitive positions in the trading book.\nComprehensive Risk Measure: captures incremental risk for the correlation trading portfolio calculated using an internal model subject to qualitative minimum requirements as well as stress testing requirements.\nMarket Risk Standardized Approach: calculates regulatory capital for securitizations and nth-to-default credit derivatives.",
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      "text": "Our primary instrument to manage trading market risk is the application of our limit framework. Our Management Board supported by Market Risk Management, sets group-wide value-at-risk, and portfolio stress testing (extreme) limits for market risk in the trading book.",
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