| Description | The total capital charge for default risk securitisations CTP as if all positions were under SA |
| Variations | incremental, pro_rata, euler, netted, reported |
| Reference | [MAR22.45] |
| Notation | DRCctp |
| Formula | DRCctp=max(0,DRCagg)=max(0,b∑max(DRCb,0)+0.5⋅min(DRCb,0)) |