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drc_sa
DescriptionThe risk weighted short netJtD
Reference[MAR22.44]
NotationRWnetJTDshort,iRWnetJTD_{short,i}
FormulaRWnetJTDshort,i=RWi⋅netJTDshort,i\displaystyle RWnetJTD_{short,i}=RW_i \cdot netJTD_{short,i}