Commodity_BucketRiskWeights

The Commodity_BucketRiskWeights.csv file provides the risk weights for Commodity Delta. It is loaded into the CommodityBucketRiskWeights store.

File format

Field name Description
Bucket The Commodity Bucket (1-11)
Description A description of the bucket
RiskWeight The Delta Risk Weight for the bucket
Date The start date that the parameter takes effect
ParameterSet The parameter set to which the parameter belongs (default = BCBS)

File values

Bucket Description RiskWeight Date ParameterSet
1 Energy-Solid combustibles 0.3 2016-01-01
2 Energy-Liquid combustibles 0.35 2016-01-01
3 Energy-Electricity and carbon trading 0.6 2016-01-01
4 Freight 0.8 2016-01-01
5 Metals - non-precious 0.4 2016-01-01
6 Gaseous combustibles 0.45 2016-01-01
7 Precious metals 0.2 2016-01-01
8 Grains & oilseed 0.35 2016-01-01
9 Livestock & dairy 0.25 2016-01-01
10 Softs and other agriculturals 0.35 2016-01-01
11 Other commodity 0.5 2016-01-01
search.js