Navigation : test ../../../../../../../ test user-ref.html User & Reference Guide test ../../../../../../../ test getting-started.html Getting started test ../../../../../../../ test getting-started/using-this-guide.html - Using this guide test ../../../../../../../ test getting-started/whats-new.html - What's New test ../../../../../../../ test getting-started/video-walk-throughs.html - Video walk-throughs test ../../../../../../../ test getting-started/frtb-data-model.html - FRTB Data Model test ../../../../../../../ test getting-started/directquery.html - DirectQuery test ../../../../../../../ test configuration.html Configuration files test ../../../../../../../ test datastore.html Data Stores test ../../../../../../../ test database.html Database test ../../../../../../../ test input-files.html Input Data test ../../../../../../../ test tutorials.html Tutorials test ../../../../../../../ test tutorials/data-sanity-check.html - Data Sanity Check test ../../../../../../../ test tutorials/tips-for-validating-the-calculations.html - 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Jurisdictions test ../../../../../../../ test interpret-impl/pl-attribution-tests-and-backtesting.html - FRTB P&L Attribution Tests and Backtesting test ../../../../../../../ test interpret-impl/_footer.html - test ../../../../../../../ test cube.html Analytics Reference test ../../../../../../../ test dev.html Developer Guide test ../../../../../../../ test dev/dev-release.html - Release and migration notes test ../../../../../../../ test dev/dev-getting-started.html - Getting Started test ../../../../../../../ test dev/dev-ui-config.html - Configuring the UI test ../../../../../../../ test dev/dev-ref-impl.html - FRTB Reference Implementation test ../../../../../../../ test dev/dev-core.html - FRTB Core test ../../../../../../../ test dev/dev-extensions.html - Extending the Solution test ../../../../../../../ test dev/dev-tools.html - Configuring Solution tools and methodologies test ../../../../../../../ test dev/dev-sign-off.html - Sign-Off test ../../../../../../../ test dev/dev-direct-query.html - DirectQuery test ../../../../../../../ test limits.html Limit monitoring test ../../../../../../../ test sign-off.html Sign-Off Approvals test ../../../../../../../ test what-if.html What-If Analysis test ../../../../../../../ test pdf-guides.html PDF Guides test ../../../../../../../ test glossary.html Glossary Weighted Net JTD The Weighted Net JTD Long/Short measures are calculated by multiplying the Net JTD Long/Short by the Risk Weight. Risk Weight Default Risk Charge