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Capital Requirements Regulation (CRR)
Article 325as

Article 325as - Risk weights for commodity risk

Status
In force
Selected consolidated version from
30/09/2021
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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 %

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