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DRC Sec CTP Net JTD Long
Description |
The long net JTD for securitisations CTP |
Variations |
|
Reference |
[MAR22.39] |
Notation |
$netJTD_{long}$ |
Formula |
$$netJTD_{long}=\sum_{underlying}\text{max}\left( scaledGrossJTD_{undelying} ,0\right)$$ |
See also