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drc_sa
DescriptionThe risk weighted long netJtD
Reference[MAR22.44]
NotationRWnetJTDlong,iRWnetJTD_{long,i}
FormulaRWnetJTDlong,i=RWinetJTDlong,i\displaystyle RWnetJTD_{long,i}=RW_i \cdot netJTD_{long,i}