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
- Tips for Validating the Calculations
test ../../../../../../../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../../../../../../../ test interpret-impl.html
Interpretation and Implementation of the MAR standard
test ../../../../../../../ test interpret-impl/acr.html
-
ACR
test ../../../../../../../ test interpret-impl/acr/sa.html
--
SA
test ../../../../../../../ test interpret-impl/acr/sa/key-measures-sa_frtbonly.html
--- Key SA Measures
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc.html
---
SA DRC
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-non-sec.html
----
DRC non-Sec
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp.html
----
DRC Sec non-CTP
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/data-model-core.html
-----
Data Model (Core)
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations.html
-----
Calculations
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/etl.html
------ ETL (Reference Implementation)
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core.html
------
Query Time (Core)
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/gross-jtd.html
------- Gross JTD
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/scaled-gross-jtd.html
------- Scaled Gross JTD
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/net-jtd.html
------- Net JTD
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/hbr.html
------- HBR
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/risk-weight.html
------- Risk Weight
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/weighted-net-jtd.html
------- Weighted Net JTD
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/calculations/query-time-core/default-risk-charge.html
------- Default Risk Charge
test ../../../../../../../ test interpret-impl/acr/sa/sa-drc/drc-sec-non-ctp/configuration-core.html
-----
Configuration (Core)
test ../../../../../../../ test interpret-impl/acr/sa/sa-sbm.html
---
SA SBM
test ../../../../../../../ test interpret-impl/acr/ima.html
--
IMA
test ../../../../../../../ test interpret-impl/jurisdictions.html
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Jurisdictions
test ../../../../../../../ test interpret-impl/pl-attribution-tests-and-backtesting.html
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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
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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
Scaled Gross JTD
The Scaled Gross JTD Gross JTD scaled according to maturity.
The maturity scaling has a ceiling of 1 (sa.drc.maturity.max) and a floor of 0.25 (sa.drc.maturity.min).
If no maturity is provided, the scale factor is set to 0.25 (sa.drc.maturity.default).