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DRC Sec CTP Scaled Gross JTD
Description |
The maturity weighted Gross JtD for securitisations ctp |
Reference |
[MAR22.39] |
Notation |
scaledGrossJTDscaledGrossJTD |
Formula |
scaledGrossJTD=∑maturityGrossJTDmaturity⋅maturityScale(maturity)scaledGrossJTD=∑maturityGrossJTDmaturity⋅maturityScale(maturity) |
See also