| Description | The bucket-level capital charge for commodity curvature also known as risk position, under the ‘Medium correlations’ scenario |
| Variations | incremental, high-low, euler, netted, reported |
| Hierarchies required in the view | Commodity Buckets |
| Reference | [MAR21.5] |
| Notation | |
| Formula |
Commodity curvature risk position
The Commodity Curvature Risk Position (K_b) in FRTBCombinedCube, the bucket-level curvature capital charge under medium correlations per Basel MAR21.5, requires the Commodity Buckets hierarchy
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