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# DRC sec CTP scaled gross JTD

<Badge color="gray" size="lg">[drc\_sa](../tags/drc-sa)</Badge>

|                 |                                                                                                                                             |
| --------------- | ------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The maturity weighted Gross JTD for securitisations CTP                                                                                     |
| **Reference**   | [\[MAR22.39\]](https://www.bis.org/basel_framework/chapter/MAR/22.htm?inforce=20230101\&published=20200327#paragraph_MAR_22_20230101_22_39) |
| **Notation**    | $scaledGrossJTD$                                                                                                                            |
| **Formula**     | $\displaystyle scaledGrossJTD=\sum_{maturity}{GrossJTD_{maturity}\cdot maturityScale(maturity)}$                                            |