> ## Documentation Index > Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt > Use this file to discover all available pages before exploring further. # DRC > Default Risk Charge (DRC) SA measures in FRTBCombinedCube, covering gross and net JTD, LGD, risk weights, and capital charges for non-securitisation, Sec CTP, and Sec non-CTP exposures The default risk charge per SA approach as if all positions are under SA The adjustments added to the Gross JTD The total capital charge for default risk non-securitisations as if all positions were under SA The instrument's gross JTD The override of the obligor's default risk weight The default risk weights assigned to each obligor based on rating category The loss given default The obligor's Long netJTD for non-securitisations The short net JTD for non-securitisations The maturity weighted Gross JTD The risk weighted long netJtD The risk weighted short netJtD The hedge benefit ratio, or Weighted to Short ratio The total capital charge for default risk securitisations CTP as if all positions were under SA, without the floor to zero The capital charge for default risk securitisations CTP at the bucket level The total capital charge for default risk securitisations CTP as if all positions were under SA The Instruments gross JTD The hedge benefit ratio, or Weighted to Short ratio at the top level of the "DRC Sec CTP Bucket" hierarchy The hedge benefit ratio, or Weighted to Short ratio (restricted to the current location) The long net JTD for securitisations CTP The short net JTD for securitisations CTP The maturity weighted Gross JTD for securitisations CTP The risk weighted long netJtD The risk weighted short netJtD The hedge benefit ratio, or Weighted to Short ratio The total capital charge for default risk securitisations non-CTP as if all positions were under SA The Instruments gross JTD The override of the tranche's default risk weight The default risk weights assigned to each tranche based on rating category The long net JTD for securitisations non-CTP The short net JTD for securitisations non-CTP The maturity weighted Gross JTD for securitisations non-CTP The risk weighted long netJtD The risk weighted short netJtD The hedge benefit ratio, or Weighted to Short ratio The maturity weighting applied to gross JTD to account for defaults within the one year capital horizon Trades market value in reference currency with overrides from DRC input files