What is the capital requirement for general market risk?

As a result Of the GFC, the BCBS revised the market risk framework and introduced a SVaR requirement. A bank using the internal models approach to market risk has generated the following risk rTEasures (in ELIR million) for current trading book positions: Latest Available do-day VaR Latest Available Average 10-day vaR do-day SVaR ot mvious SO Days Average SvaR ot PreviM 60 The regulator has set the multiplication factor for both VaR and SVaR at 3. The incremental capital charge is as 100 and 120 using one-year and VaR, respectively. The specific risk charge is O_ VWIat is the capital requirement for general market risk?