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SACCR `Other` Addon
The other add-on is the simplest of the six SA-CCR risk categories. It applies to instruments that do not fit any of the five standard categories — weather derivatives, freight rates, inflation swaps, and similar.
A̶t̶t̶e̶n̶t̶i̶o̶n̶ SKILL.md Is All You Need
When you ask an AI to help with a task — writing a document, building a spreadsheet, producing a report — it has no idea how you do things. It gives you something generic. The skills folder fixes that. It is a simple folder on your computer where you store written descriptions of how things should be done. The AI reads those descriptions before it starts working — not after, not when you remind it, but automatically every time — and the output matches your standards from the
SACCR Commodity Addon
The commodity add-on is built in three layers. Risk positions are first aggregated at the reference commodity level to produce an Effective Notional. Each reference commodity then produces a Type Addon equal to its Effective Notional multiplied by the supervisory factor. All Type Addons within a hedging set are combined using a formula that splits risk into a systemic component — capturing net directional exposure to the common commodity factor and
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