> ## 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. # Aggregated riskcharge by class > Aggregated SA risk charge measures in FRTBCombinedCube, including the Portfolio Risk Charge, SBM Risk Charge, and per-class charges for Commodity, Equity, FX, GIRR, CSR, and Crypto risk classes The risk charge for risk class Commodity across sensitivity types under the 'Medium correlations' scenario Coverage Ratio required by OSFI (Capital Adequacy Requirements (CAR) [Chapter 9 paragraph 267](https://www.osfi-bsif.gc.ca/en/guidance/guidance-library/capital-adequacy-requirements-car-2024-chapter-9-market-risk#ToC9611)) The risk charge for risk class Crypto 2a across sensitivity types under the 'Medium correlations' scenario The risk charge for risk class CSR non-Sec across sensitivity types under the 'Medium correlations' scenario The risk charge for risk class CSR Sec CTP across sensitivity types under the 'Medium correlations' scenario The risk charge for risk class CSR Sec non-CTP across sensitivity types under the 'Medium correlations' scenario The risk charge for risk class Equity across sensitivity types under the 'Medium correlations' scenario The risk charge for risk class FX across sensitivity types under the 'Medium correlations' scenario The risk charge for risk class GIRR across sensitivity types under the 'Medium correlations' scenario The sensitivities based risk charge, under Medium correlations scenario as if all positions are under SA Standardized approach capital requirement as if all positions were under SA approach, sums SBM, DRC SA, RRAO, and Crypto 2b Day-to-day change for a measure Standardized approach capital requirement evaluated across all desks The correlation scenario used for the SBM Risk Charge The sensitivities based risk charge, for the reference level correlation scenario The sensitivities based risk charge, as if all positions are under SA