DRC Sec CTP Scaled Gross JTD

Description The maturity weighted Gross JtD for securitisations ctp
Reference [MAR22.39]
Notation scaledGrossJTDscaledGrossJTD
Formula scaledGrossJTD=maturityGrossJTDmaturitymaturityScale(maturity)scaledGrossJTD=maturityGrossJTDmaturitymaturityScale(maturity)

See also