| Description | The commodity delta |
| Variations | long-short, netted, reported |
| Reference | [MAR21.21] |
| Notation |
Commodity delta sensitivities
The Commodity Delta Sensitivities measure in FRTBCombinedCube, reporting raw commodity delta (s_k) inputs for the SBM calculation per Basel MAR21.21, with Long-Short, Netted, and Reported variations
sbm