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Commission Delegated Regulation (EU) 2021/424 of 17 December 2019 amending Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the alternative standardised approach for market risk (Text with EEA relevance) · European Union

Articles 325ar and 325as are replaced by the following: ‘Article 325ar Correlations across buckets for equity risk The correlation parameter γbc shall apply to the aggregation of sensitivities between different buckets. It shall be set in relation to the buckets of Table 8 in Article 325ap as follows: Article 325as Risk weights for commodity risk Risk weights for sensitivities to commodity risk factors shall be the following: Table 9 15 % where the two buckets fall within bucket numbers 1 to 10; 0 % where either of the two buckets fall within bucket number 11; 75 % where the two buckets fall within bucket number 12 and 13; 45 % otherwise. Bucket number | Bucket name | Risk weight 1 | Energy — solid combustibles | 30 % 2 | Energy — liquid combustibles | 35 % 3 | Energy — electricity and carbon trading | 60 % 4 | Freight | 80 % 5 | Metals — non-precious | 40 % 6 | Gaseous combustibles | 45 % 7 | Precious metals (including gold) | 20 % 8 | Grains and oilseed | 35 % 9 | Livestock and dairy | 25 % 10 | Softs and other agricultural commodities | 35 % 11 | Other commodities | 50 %’

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Source: EUR-Lex (Cellar) · retrieved 2026-10-18 · Text as adopted (Official Journal); later amendments are not incorporated in this text.