From the North Atlantic MNPS Operations Manual:
"The NAT MNPS inter alia defines a requirement for the standard deviation of lateral track errors to be less than 6.3nm. This effectively equates to an RNP value of 12.6nm - or two standards deviation"
Nice to know
"Gross Navigation Errors are to be avoided...a GNE in the NAT Airspace is defined as a deviation from the cleared track of 25mn or more"
For more detailed info on the RNP and MNPS (NA Manual says) see the following ICAO Documents:
DOC 9613 - "Manual on Required Navigation Performance"
NAT Doc 001 "Consolidated Guidance and Information Material concerning Air Navigation in the North Atlantic Region"
Ciao!