| Description | The maturity weighted Gross JTD for securitisations CTP |
| Reference | [MAR22.39] |
| Notation | scaledGrossJTD |
| Formula | scaledGrossJTD=maturity∑GrossJTDmaturity⋅maturityScale(maturity) |
Documentation Index
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| Description | The maturity weighted Gross JTD for securitisations CTP |
| Reference | [MAR22.39] |
| Notation | scaledGrossJTD |
| Formula | scaledGrossJTD=maturity∑GrossJTDmaturity⋅maturityScale(maturity) |
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