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EQ Kb Vega

Description Bucket-level capital charge for Vega EQ
Reference [MAR50.52]
Notation Kb
Formula Kb=(kb(WSk)2+kblb,lkρklWSkWSl)+Rkb((WSHdgk)2)

The measure requires having hierarchy [RegulatoryBucket].[RegulatoryBucket] in the view.