+Article 325as Risk weights for commodity risk
|
Article 325as Risk weights for commodity risk
Article 325as
Risk weights for commodity risk
Risk weights for sensitivities to commodity risk factors shall be the following:
Table 9
|
Bucket number
|
Bucket name
|
Risk weight
|
|
1
|
Energy — solid combustibles
|
30 %
|
|
2
|
Energy — liquid combustibles
|
35 %
|
|
3
|
►M17
Energy — electricity ◄
|
60 %
|
|
▼M17
|
|
3a
|
Energy — EU ETS carbon trading
|
40 %
|
|
3b
|
Energy — non-EU ETS carbon trading
|
60 %
|
|
▼M12
|
|
4
|
Freight
|
80 %
|
|
5
|
Metals — non-precious
|
40 %
|
|
6
|
Gaseous combustibles
|
45 %
|
|
7
|
Precious metals (including gold)
|
20 %
|
|
8
|
Grains and oilseed
|
35 %
|
|
9
|
Livestock and dairy
|
25 %
|
|
10
|
Softs and other agricultural commodities
|
35 %
|
|
11
|
Other commodities
|
50 %
|
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
- EULAW -
EN: Legal acts of the European Union from EUR-Lex, https://eur-lex.europa.eu/. © European Union. Re-use is authorised by Decision 2011/833/EU, provided the source is acknowledged; the consolidated texts are licensed under CC BY 4.0 (EUR-Lex legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the legislation published in the Official Journal of the European Union is deemed authentic.
DE: Rechtsakte der Europäischen Union aus EUR-Lex, https://eur-lex.europa.eu/. © Europäische Union. Weiterverwendung nach Beschluss 2011/833/EU mit Quellenangabe gestattet; die konsolidierten Fassungen stehen unter CC BY 4.0 (Rechtlicher Hinweis von EUR-Lex). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Verbindlich sind allein die im Amtsblatt der Europäischen Union veröffentlichten Rechtsakte.
|