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sbm
DescriptionThe bucket-level capital charge for commodity curvature also known as risk position, under the ‘Medium correlations’ scenario
Variationshigh-low
Hierarchies required in the viewCrypto 2a Buckets
Reference[SCO60.80]
NotationKbMediumCorrK_b MediumCorr
FormulaKb=max(Kb+,Kb−)\displaystyle K_b=max(K_b^{+},K_b^{-})