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