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drc_sa
DescriptionThe risk weighted short netJtD
Reference[MAR22.25]
Formula∑i∈ShortRWi⋅netJtDi\displaystyle \sum_{i \in Short} RW_i \cdot netJtD_{i}
The measure applies DRC non-Sec JTD Weightings to DRC non-Sec Net JTD Short.