In Basel 2.5, published in July 2009, the Basel Committee on Banking Supervision added a capital charge based on stressed VaR (one-tailed 99%, 10-day holding period) on top of the charge based on VaR under the internal models approach. Capital based on VaR calculated from normal-period data had not been enough for large market moves such as those in the financial crisis. The FRTB replaced the dual framework of VaR and stressed VaR with a single expected shortfall calculated with stress-period data.