商品风险(Commodity Risk)
商品风险指的是与商品有关契约价值的波动，包含农产品，金融及能源商品等。其中以能源商品有较大的波动，原因是能源商品存量较少，波动易受到供需的影响。
商品风险的资本要求
商品风险的资本要求的规定适用于商品、商品远期、商品期货、商品掉期。
商品风险的资本要求等于以下两项之和：第一，各项商品净头寸的绝对值之和成于15%;第二各项商品总头寸(多头头寸加上空头头寸的绝对值)之和乘以3%。
商品风险的掌控
(1)通过充分的风险评估，运用价格等手段控制风险;
(2)发生民事赔偿诉讼时，为被保险人提供专业法律援助;
(3)妥善安排该产品的再保。
》》FRM备考资料推荐：FRM一二级电子版资料
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