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IM_Equity_CurvatureMargin

Description Margin aggregation from Equity curvature sensitivities
Notation CurvatureMarginRiskClass
Formula CurvatureMargin=CurvatureMarginnonresidual+CurvatureMarginresidual,CurvatureMargin=max(b,kCVRb,k+λbK2b+bcbγ2b,cSbSc,0)