> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# COMM Kb delta

<table><tr><th>Description</th><td>Bucket-level capital charge for Delta COMM</td></tr><tr><th>Reference</th><td><a href="https://www.bis.org/basel_framework/chapter/MAR/50.htm?inforce=20230101&published=20200708#paragraph_MAR_50_20230101_50_52">\[MAR50.52]</a></td></tr><tr><th>Notation</th><td>$K_b$</td></tr><tr><th>Formula</th><td>$K_b=\sqrt{\left(\sum _{k\in b} (WS_{k})^{2} +\sum _{k\in b}\sum _{l\in b, l\neq k}\rho_{kl}\cdot WS_k \cdot WS_l\right)+R\cdot\sum_{k \in b}\left( (WS^{Hdg}_{k})^2\right)}$</td></tr></table>

The measure requires having hierarchy [\[RegulatoryBucket\].\[RegulatoryBucket\]](./regulatorybucket.regulatorybucket) in the view.