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Commodity Risk Charge

sbm

Description	The risk charge for risk class Commodity across sensitivity types under the 'Medium correlations' scenario
Variations	<euler_numerical> <incremental> <pro_rata> <high> <low>
Reference	[MAR21.4]
Formula	$RiskCharge\_MediumCorr^{Delta}+RiskCharge\_MediumCorr^{Vega}+RiskCharge\_MediumCorr^{Curvature}$

See also