EBU Single Rulebook Q&A 12 December 2014 2014_1686 Usage of the internal model for determining the own funds requirements for the specific risk associated with traded debt positions in the advanced method for Credit Valuation Adjustment (CVA) risk

Are divergent internal models allowed for determining the own funds requirements for the specific risk associated with traded debt positions and for the credit valuation adjustment risk? Article 383 (1) CRR states that the internal model for determining the own funds requirements for the specific risk associated with traded debt positions shall be applied in the advanced method for CVA risk.