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DRC Sec CTP Scaled Gross JTD
| Description |
The maturity weighted Gross JTD for securitisations CTP |
| Reference |
[MAR22.39] |
| Notation |
$scaledGrossJTD$ |
| Formula |
$$scaledGrossJTD=\sum_{maturity}{GrossJTD_{maturity}\cdot maturityScale(maturity)}$$ |
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