| Description | The risk charge for risk class Commodity across sensitivity types under the ‘Medium correlations’ scenario |
| Variations | euler, incremental, pro_rata, high-low |
| Reference | [MAR21.4] |
| Formula | RiskCharge_MediumCorrDelta+RiskCharge_MediumCorrVega+RiskCharge_MediumCorrCurvature |
Commodity risk charge
The Commodity Risk Charge in FRTBCombinedCube, the total SA capital charge for the Commodity risk class combining delta, vega, and curvature under medium correlations per Basel MAR21.4