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Commodity_BucketRiskWeights
The Commodity_BucketRiskWeights.csv file provides the risk weights for Commodity Delta. It is loaded into the CommodityBucketRiskWeights store.
| Field name |
Description |
| Bucket |
The Commodity Bucket (e.g. 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 |
|