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K_Equity_CurvatureMargin
| Description |
Bucket-level margin for Equity curvature sensitivities |
| Hierarchy(ies) required in the view |
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| Notation |
$K_b$ |
| Formula |
$$K_{b} = \sqrt{\sum_{k \in b} CVR_{k}^{2} + \sum_{k} \sum_{l \neq k} \rho_{k,l}^2 \cdot CVR_{k} \cdot CVR_{l} }$$ |