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Version date: 27 June 2019 - onwards
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Article 325as Risk weights for commodity risk

Risk weights for sensitivities to commodity risk factors shall be specified for each bucket in Table 9 pursuant to the delegated act referred to in Article 461a:

Table 9

Bucket number

Bucket name

1

Energy - solid combustibles

2

Energy - liquid combustibles

3

Energy - electricity and carbon trading

4

Freight

5

Metals – non-precious

6

Gaseous combustibles

7

Precious metals (including gold)

8

Grains and oilseed

9

Livestock and dairy

10

Softs and other agricultural commodities

11

Other commodity