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IM_FX
| Description |
Foreign exchange rate margin across sensitivity types. Regulation hierarchy is required. |
| Notation |
$IM_{RiskClass}$ |
| Formula |
$$IM_{RiskClass} = DeltaMargin_{RiskClass} + VegaMargin_{RiskClass}+ CurvatureMargin_{RiskClass}+ BaseCorrMargin_{RiskClass}$$ |