| Description | The total capital charge for default risk securitisations CTP as if all positions were under SA, without the floor to zero |
| Reference | [MAR22.45] |
| Notation | DRCagg |
| Formula | DRCagg=b∑max(DRCb,0)+0.5⋅min(DRCb,0) |
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| Description | The total capital charge for default risk securitisations CTP as if all positions were under SA, without the floor to zero |
| Reference | [MAR22.45] |
| Notation | DRCagg |
| Formula | DRCagg=b∑max(DRCb,0)+0.5⋅min(DRCb,0) |
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