1. Changes in the fundamentals of statistical methods according to Articles 365, 374 or 377 of Regulation (EU) No 575/2013, including but not limited to any of the following:

(a) reduction in the number of simulations;

(b) introduction or removal of variance reduction methods;

(c) changes to the algorithms to generate the random numbers;

(d) changes in the statistical method to estimate volatilities or correlations between risk factors;

(e) changes in the assumptions about the joint distribution of risk factors.

2. Changes in the effective length of the historical observation period, including a change in a weighting scheme of the time series according to Article 365(1)(d) of Regulation (EU) No 575/2013.

3. Changes in the approach for identifying the stressed period in order to calculate a Stressed VaR measure, according to Article 365(2) of Regulation (EU) No 575/2013.

4. Changes in the definition of market risk factors applied in the internal VaR model, including migration to an OIS discounting framework, a move between zero rates, par rates or swap rates.