(9)Credit institutions that have received the approval for using the alternative internal model approach for the calculation of their own funds requirements may find it operationally challenging to carry out daily calculations of the expected shortfall risk measure and of the stress scenario risk measure in accordance with Article 325ba(1) of Regulation (EU) No 575/2013. In particular, daily calculations require computational effort and impose requirements on timeliness of operational and governance processes. Credit institutions should therefore be temporarily allowed to calculate and disclose the values of the regulatory expected shortfall risk measure and stress scenario risk measure on a weekly basis rather than on a daily basis. That would enable Union credit institutions to maintain a level playing field with banks from other jurisdictions that will be required to use the alternative internal model approach only at a later date.