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drc_sa
DescriptionThe total capital charge for default risk securitisations CTP as if all positions were under SA, without the floor to zero
Reference[MAR22.45]
NotationDRCaggDRC_{agg}
FormulaDRCagg=∑bmax(DRCb,0)+0.5⋅min(DRCb,0)\displaystyle DRC_{agg}=\sum_{b}\text{max}\left( DRC_b,0 \right)+0.5\cdot \text{min}\left(DRC_b,0 \right)