+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

,
Summary Regulation

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements
Source Requirement

3. Related Standards

Standards
Source Requirement