Navigation : test ../ test about.html About test ../ test about/qis-quick-start_qisonly.html - Quick Start test ../ test input-files.html Input Data test ../ test tutorials.html Tutorials test ../ test tutorials/how-to-prepare-data-for-qis.html - How to Prepare Data for QIS test ../ test tutorials/data-sanity-check.html - Data Sanity Check test ../ test tutorials/tips-for-validating-the-calculations.html - Tips for Validating the Calculations test ../ test tutorials/viewing-qis-numbers.html - Viewing QIS Numbers test ../ test interpret-impl.html Interpretation and Implementation of the MAR standard test ../ test cube.html Analytics Reference test ../ test cube/measures.html - Measures test ../ test cube/measures/standardisedapproach.html -- StandardisedApproach test ../ test cube/measures/standardisedapproach/aggregated-riskcharge-by-class.html --- Aggregated RiskCharge by Class test ../ test cube/measures/standardisedapproach/commodity.html --- Commodity test ../ test cube/measures/standardisedapproach/csr-non-sec.html --- CSR non-Sec test ../ test cube/measures/standardisedapproach/csr-sec-ctp.html --- CSR Sec CTP test ../ test cube/measures/standardisedapproach/csr-sec-non-ctp.html --- CSR Sec non-CTP test ../ test cube/measures/standardisedapproach/drc.html --- DRC test ../ test cube/drc-non-sec-default-risk-charge.html ---- DRC non-Sec Default Risk Charge test ../ test cube/drc-non-sec-net-jtd-long.html ---- DRC non-Sec Net JTD Long test ../ test cube/drc-non-sec-net-jtd-short.html ---- DRC non-Sec Net JTD Short test ../ test cube/drc-sec-ctp-default-risk-charge.html ---- DRC Sec CTP Default Risk Charge test ../ test cube/drc-sec-ctp-default-risk-charge-aggregated.html ---- DRC Sec CTP Default Risk Charge Aggregated test ../ test cube/drc-sec-ctp-default-risk-charge-bucket.html ---- DRC Sec CTP Default Risk Charge Bucket test ../ test cube/drc-sec-ctp-gross-jtd.html ---- DRC Sec CTP Gross JTD test ../ test cube/drc-sec-ctp-hbr.html ---- DRC Sec CTP HBR test ../ test cube/drc-sec-ctp-hbr-top.html ---- DRC Sec CTP HBR Top test ../ test cube/drc-sec-ctp-net-jtd-long.html ---- DRC Sec CTP Net JTD Long test ../ test cube/drc-sec-ctp-net-jtd-short.html ---- DRC Sec CTP Net JTD Short test ../ test cube/drc-sec-ctp-scaled-gross-jtd.html ---- DRC Sec CTP Scaled Gross JTD test ../ test cube/drc-sec-ctp-weighted-net-jtd-long.html ---- DRC Sec CTP Weighted Net JTD Long test ../ test cube/drc-sec-ctp-weighted-net-jtd-short.html ---- DRC Sec CTP Weighted Net JTD Short test ../ test cube/drc-sec-non-ctp-default-risk-charge.html ---- DRC Sec non-CTP Default Risk Charge test ../ test cube/measures/standardisedapproach/equity.html --- Equity test ../ test cube/measures/standardisedapproach/fx.html --- FX test ../ test cube/measures/standardisedapproach/girr.html --- GIRR test ../ test cube/measures/standardisedapproach/rrao.html --- RRAO test ../ test cube/dimensions.html - Dimensions test ../ test glossary.html Glossary DRC Sec CTP Net JTD Long drc_sa Description The long net JTD for securitisations CTP Reference [MAR22.39] Notation netJTDlong Formula netJTDlong=∑underlyingmax(scaledGrossJTDundelying,0) See also DRC Sec CTP Default Risk Charge DRC Sec CTP Default Risk Charge Aggregated DRC Sec CTP Default Risk Charge Bucket DRC Sec CTP Gross JTD DRC Sec CTP HBR DRC Sec CTP HBR Top DRC Sec CTP Net JTD Short DRC Sec CTP Scaled Gross JTD DRC Sec CTP Weighted Net JTD Long DRC Sec CTP Weighted Net JTD Short DRC Sec non-CTP Default Risk Charge DRC non-Sec Default Risk Charge DRC non-Sec Net JTD Long DRC non-Sec Net JTD Short DRC Sec CTP HBR Top DRC Sec CTP Net JTD Short