11  Chart 5: Risk weight variability in the trading book(a)(b)(c)(d) 1,000  Max-min range  Chart 6: Risk weight variability in the IRC model(a)  66.2  Median  1,000  5.3  3.9  Max-min  1100 12  30 78  100 88  2.3  Median  21  129  183 127  100  100  10  1  10 VaR  sVaR  IRC  8 12 13 18 19 20 21 22 23 24  All-in  Source: BCBS (a) From the BCBS hypothetical portfolio exercise for the trading book. (b) Sample consists of 15 banks. (c) Values have been normalised by the median. For each model, the ranges represent the simple average of the normalised minima and maxima for all portfolios the model was applied to. For the all-in portfolio, the supervisory multiplier was held constant. (d) Numbers on bars indicate maximum - minimum ratios. Source: BCBS (a) From the BCBS hypothetical portfolio exercise for the trading book. (b) Sample consists of 15 banks. (c) Values have been normalised by the median. (d) Numbers on bars indicate maximum-minimum ratios.
8  BIS Review 132/2007