> ## 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 weighted sensitivities

> The Commodity Delta Weighted Sensitivities measure in FRTBCombinedCube, computing risk-weighted commodity delta (WS_k = RW_k x s_k) for the bucket-level delta charge per Basel MAR21.4

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

|                 |                                                                                                                                           |
| --------------- | ----------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The weighted commodity delta                                                                                                              |
| **Reference**   | [\[MAR21.4\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_4) |
| **Notation**    | $WS_k$                                                                                                                                    |
| **Formula**     | $\displaystyle WS_k=RW_k \cdot s_k$                                                                                                       |
