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Version status: Amended | Document consolidation status: Updated to reflect all known changes
Version date: 30 September 2021 - onwards
  Version 2 of 2    

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

Energy - electricity and carbon trading

60 %

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 %

Comparing proposed amendment...