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Market risk internal model input in capital adequacy ratio

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Dear reader,

I am currently working on CAR and I am wondering how I can input my market risk VAR into the calculation.
Essentially, my question is regarding the time horizon of CAR versus Delta normal VaR.
Assuming a 1 day VaR output from the delta normal model, How does it fit into the CAR?
My understanding is that the CAR has no time horizon specified. It is the market, credit and operational risk at a given point in time.
In this framework, how does the 1 day VAR fit into the RWA of CAR? This is not clear to me.
Any explanation would be very appreciated.

Kind regards,
Delama
 
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