(10)To ensure the adequacy of the own funds requirements for non-modellable risk factors with the risk profile of institutions, institutions should reflect in the aggregation of the stress scenario risk measures those risks that were not yet captured when determining the extreme scenario of future shock, including the liquidity horizons of the non-modellable risk factors. To ensure a level playing field, the stress scenario risk measures should be aggregated by applying the aggregation formula agreed in the Basel framework.