IM_Equity_CurvatureMargin

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