The validation rules require that the VaR for general risk and the VaR for specific risk add up exactly to the total VaR both for equities (v1907_h) and traded debt instruments (TDI, v1907_h) respectively: v1906_h: C 24.00, columns (030;040;050;060): {r020} = {r030} + {r040} v1907_h: C 24.00, columns (030;040;050;060): {r050} = {r060} + {r070} In the instructions for the row 1ctotal positions 1d (r010) of C 24.00 (MKR IM) it is noted that "concerning the columns 030 to 060 (VAR and Stress-VAR), the figures in the total row are not equal to the decomposition of the figures for the VAR/Stress-VAR of the relevant risk components." The same holds also true for the decomposition of equity / TDI risk-VaRs into general and specific risk. The reason for this is that correlations between risk categories may be taken into account when calculating the total VaR for equities / TDI (see for example Article 367 (3) CRR which explicitly mentions this possibility). The "aggregate" VaR for equity / TDI risk may therefore be different from the simple sum of the decomposed VaRs.