This is the value, calculated as at the relevant date, of the Stressed Value at Risk (VaR) method capital requirement, as determined in accordance with relevant prudential standards.The capital requirement is the larger of 'End of Period Stressed VaR' and 'Scaled Average Stressed VaR' across asset classes plus the 'Incremental Default Risk Charge'.Stressed VaR, like VaR is a technique used to estimate the likelihood of losses in a portfolio based on analysis of historical price movements and volatilities, over a specified observation period. For the stressed VaR however, the model inputs are calibrated to historical data from a one year observation period of significant market stress relevant to the portfolio being simulated. Scaled average Stressed VaR represents the average Stressed VaR, calculated over the most recent 60 trading days prior to and including the relevant date, multiplied by the scaling factor applicable.