> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Risk class level margin

### IM\_Commodity

|                 |                                                                              |
| --------------- | ---------------------------------------------------------------------------- |
| **Description** | Commodity margin across sensitivity types. Regulation hierarchy is required. |
| **Notation**    | $IM_{RiskClass}$                                                             |

**Formula**

$IM_{RiskClass} = DeltaMargin_{RiskClass} + VegaMargin_{RiskClass}+ CurvatureMargin_{RiskClass}+ BaseCorrMargin_{RiskClass}$

### IM\_CreditNonQ

|                 |                                                                                          |
| --------------- | ---------------------------------------------------------------------------------------- |
| **Description** | Credit Non-Qualifying margin across sensitivity types. Regulation hierarchy is required. |
| **Notation**    | $IM_{RiskClass}$                                                                         |

**Formula**

$IM_{RiskClass} = DeltaMargin_{RiskClass} + VegaMargin_{RiskClass}+ CurvatureMargin_{RiskClass}+ BaseCorrMargin_{RiskClass}$

### IM\_CreditQ

|                 |                                                                                      |
| --------------- | ------------------------------------------------------------------------------------ |
| **Description** | Credit Qualifying margin across sensitivity types. Regulation hierarchy is required. |
| **Notation**    | $IM_{RiskClass}$                                                                     |

**Formula**

$IM_{RiskClass} = DeltaMargin_{RiskClass} + VegaMargin_{RiskClass}+ CurvatureMargin_{RiskClass}+ BaseCorrMargin_{RiskClass}$

### IM\_Equity

|                 |                                                                           |
| --------------- | ------------------------------------------------------------------------- |
| **Description** | Equity margin across sensitivity types. Regulation hierarchy is required. |
| **Notation**    | $IM_{RiskClass}$                                                          |

**Formula**

$IM_{RiskClass} = DeltaMargin_{RiskClass} + VegaMargin_{RiskClass}+ CurvatureMargin_{RiskClass}+ BaseCorrMargin_{RiskClass}$

### IM\_FX

|                 |                                                                                          |
| --------------- | ---------------------------------------------------------------------------------------- |
| **Description** | Foreign exchange rate margin across sensitivity types. Regulation hierarchy is required. |
| **Notation**    | $IM_{RiskClass}$                                                                         |

**Formula**

$IM_{RiskClass} = DeltaMargin_{RiskClass} + VegaMargin_{RiskClass}+ CurvatureMargin_{RiskClass}+ BaseCorrMargin_{RiskClass}$

### IM\_IR

|                 |                                                                                  |
| --------------- | -------------------------------------------------------------------------------- |
| **Description** | Interest rate margin across sensitivity types. Regulation hierarchy is required. |
| **Notation**    | $IM_{RiskClass}$                                                                 |

**Formula**

$IM_{RiskClass} = DeltaMargin_{RiskClass} + VegaMargin_{RiskClass}+ CurvatureMargin_{RiskClass}+ BaseCorrMargin_{RiskClass}$