| Description | The sum of cross products of the weighted sensitivities under the square root in the bucket-level charge formula |
| Hierarchies required in the view | Commodity Delta Double Sums, Commodity Buckets |
| Reference | [MAR21.4] |
| Formula |
Commodity delta risk position double sums
The Commodity Delta Risk Position Double Sums measure in FRTBCombinedCube, computing the cross-product sum of weighted sensitivities in the bucket-level delta charge formula per Basel MAR21.4
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