| Description | The commodity vega risk weights |
| Hierarchies required in the view | Commodity Buckets |
| Reference | [MAR21.92] |
| Notation | |
| Formula |
Commodity vega risk weight
The Commodity Vega Risk Weight measure in FRTBCombinedCube, showing the regulatory risk weights applied to Commodity vega sensitivities, scaled by the liquidity horizon square root per Basel MAR21.92
sbm