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 % |