| Description | The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the Commodity risk class. |
| Reference | [MAR21.83] |
| Dimension | Double Sums |
| Hierarchy | Commodity Delta Double Sums |
| Levels | [ALL, Cty, Tenor, Basis] |
Commodity delta double sums
The Commodity Delta Double Sums hierarchy in the Double Sums dimension of FRTBCombinedCube, providing three levels (Cty, Tenor, Basis) for determining delta risk factor correlations per Basel MAR21.83