Navigation : test ../ test user-getting-started.html Getting started test ../ test user-getting-started/whats-new.html - What's New? test ../ test user-getting-started/about-simm-accelerator.html - About the Accelerator test ../ test user-getting-started/deadlock-partitions-for-reference-stores-workaround.html - Workaround for deadlock issue when attempting to create partitions for reference stores test ../ test user-getting-started/about-guide.html - About this guide test ../ test user-getting-started/pdf.html - PDF test ../ test release-notes.html Release Notes test ../ test cube.html Cube reference test ../ test cube/context_values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/additional-margin.html -- Additional Margin test ../ test cube/measures/bucket-level-margin.html -- Bucket level margin test ../ test cube/k_commodity_curvaturemargin.html --- K_Commodity_CurvatureMargin test ../ test cube/k_commodity_deltamargin.html --- K_Commodity_DeltaMargin test ../ test cube/k_commodity_vegamargin.html --- K_Commodity_VegaMargin test ../ test cube/k_creditnonq_curvaturemargin.html --- K_CreditNonQ_CurvatureMargin test ../ test cube/k_creditnonq_deltamargin.html --- K_CreditNonQ_DeltaMargin test ../ test cube/k_creditnonq_vegamargin.html --- K_CreditNonQ_VegaMargin test ../ test cube/k_creditq_curvaturemargin.html --- K_CreditQ_CurvatureMargin test ../ test cube/k_creditq_deltamargin.html --- K_CreditQ_DeltaMargin test ../ test cube/k_creditq_vegamargin.html --- K_CreditQ_VegaMargin test ../ test cube/k_equity_curvaturemargin.html --- K_Equity_CurvatureMargin test ../ test cube/k_equity_deltamargin.html --- K_Equity_DeltaMargin test ../ test cube/k_equity_vegamargin.html --- K_Equity_VegaMargin test ../ test cube/k_fx_curvaturemargin.html --- K_FX_CurvatureMargin test ../ test cube/k_fx_deltamargin.html --- K_FX_DeltaMargin test ../ test cube/k_fx_vegamargin.html --- K_FX_VegaMargin test ../ test cube/k_generic.html --- K_Generic test ../ test cube/k_ir_curvaturemargin.html --- K_IR_CurvatureMargin test ../ test cube/k_ir_deltamargin.html --- K_IR_DeltaMargin test ../ test cube/k_ir_vegamargin.html --- K_IR_VegaMargin test ../ test cube/measures/interim-results.html -- Interim results test ../ test cube/measures/risk-class-level-margin.html -- Risk class level margin test ../ test cube/measures/schedule.html -- Schedule test ../ test cube/measures/sensitivities.html -- Sensitivities test ../ test cube/measures/sensitivity-level-margin.html -- Sensitivity level margin test ../ test cube/measures/weighted-sensitivities.html -- Weighted sensitivities test ../ test cube/additional-margin.html -- Additional Margin test ../ test cube/count.html -- Count test ../ test cube/fxrate.html -- FxRate test ../ test cube/simm.html -- SIMM test ../ test cube/total-im.html -- Total IM test ../ test cube/worst-regulation.html -- Worst Regulation test ../ test calculations.html Calculations guide test ../ test input-files.html Input file formats test ../ test datastores.html Datastores test ../ test what-if.html What-If test ../ test widgets.html Widgets K_IR_DeltaMargin Description Bucket-level margin for IR delta sensitivities Hierarchy(ies) required in the view [RegulatoryBuckets].[RegulatoryBuckets] Notation Kb Formula Kb=√∑k,i∈bWS2k,i+∑k,i∑(j,l)≠(k,i)ϕi,j⋅ρkl⋅WSk,i⋅WSl,j K_IR_CurvatureMargin K_IR_VegaMargin