(7)Article 325bk(3), second subparagraph, of Regulation (EU) No 575/2013 requires that the level of own funds requirements for market risk for a non-modellable risk factor is to be as high as the expected shortfall measure for that risk factor referred in Article 325bb of that Regulation, i.e. an expected shortfall of losses at a 97,5 % confidence level over a period of stress. The statistical estimators and the parameters for determining that expected shortfall measure should therefore be set in such a way that that confidence level is met.