CRR — Regulation (EU) No 575/2013 on prudential requirements for credit institutions (Capital Requirements Regulation) · version 2026-06-26 · CELEX 32013R0575 · consolidated text, no legal effect (EUR-Lex)

CRR › Article 383x

Article 383x Risk weight buckets for commodity risk

official text, verbatim

The risk weights for the delta sensitivities to commodity spot price risk factors shall be the same for all commodity risk exposures within each bucket in Table 1 and shall be the following:

Table 1

Bucket number

Bucket name

Risk weight for commodity spot price

1(1)

Energy — solid combustibles

30 %

1(2)

Energy — liquid combustibles

35 %

1(3)

Energy — electricity

60 %

1(4)

Energy — EU ETS carbon trading

40 %

1(5)

Energy — non-EU ETS carbon trading

60 %

1(6)

Freight

80 %

1(7)

Metals — non-precious

40 %

1(8)

Gaseous combustibles

45 %

1(9)

Precious metals, including gold

20 %

1(10)

Grains and oilseed

35 %

1(11)

Livestock and dairy

25 %

1(12)

Softs and other agricultural commodities

35 %

1(13)

Other commodity

50 %

The risk weights for commodity vega risk shall be set at 100 %.

ARTICLE

CRR art 383x Risk weight buckets for commodity risk

reg/2013/575/art_383x

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Text: official, verbatim. Uses and counts are derived from Annex I references and the DPM 2.0 database of the release shown above. Version 2026-06-26. Source: 02013R0575 — EN — 26.06.2026 — 021.001.