(b)for each non-modellable risk factor within the non-modellable standardised bucket, they shall determine an upward and a downward calibrated shock from the corresponding time series of 10 business days returns referred to in point (a) in accordance with:
(i)the historical method set out in Article 8, where the number of returns in all the time series of 10 business days returns referred to in point (a) of this paragraph corresponding to the non-modellable risk factors in the non-modellable bucket is equal to or greater than 200;
(ii)the asymmetrical sigma method set out in Article 9, where the condition set out in point (b)(i) of this paragraph for using the historical method is not met, and the number of returns in all the time series of 10 business days returns referred to in point (a) of this paragraph corresponding to the non-modellable risk factors in the non-modellable bucket is equal to or greater than 12;
(iii)the fallback method set out in Article 10, where there is at least one non-modellable risk factor in the non-modellable bucket for which the number of returns in the time series of 10 business days returns referred to in point (a) of this paragraph is lower than 12;