| Description | The long net JTD for securitisations CTP |
| Variations | netted, reported |
| Reference | [MAR22.39] |
| Notation | netJTDlong |
| Formula | netJTDlong=underlying∑max(scaledGrossJTDundelying,0) |
Documentation Index
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| Description | The long net JTD for securitisations CTP |
| Variations | netted, reported |
| Reference | [MAR22.39] |
| Notation | netJTDlong |
| Formula | netJTDlong=underlying∑max(scaledGrossJTDundelying,0) |
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