> ## 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.

# 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

<Badge color="gray" size="lg">[sbm](../tags/sbm)</Badge>

|                                      |                                                                                                                                           |
| ------------------------------------ | ----------------------------------------------------------------------------------------------------------------------------------------- |
| **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-delta-double-sums), [Commodity Buckets](./commodity-buckets)                                    |
| **Reference**                        | [\[MAR21.4\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_4) |
| **Formula**                          | $\displaystyle \sum _{k\in b}\sum _{l\in b}\cdot WS_k \cdot WS_l$                                                                         |
