net jump-to-default (net JTD) amount

Defined in Article 325v, Capital Requirements Regulation (CRR)

Definitions over time (1)

1. 27/06/2019 – today applies on 12/11/2026 Article 325v, Capital Requirements Regulation (CRR) Scope: Part III Title IV Chapter 1A Section 5

   For the purposes of this Section, the following definitions apply:

   ‘net jump-to-default (net JTD) amount’ means the estimated size of the loss or gain that an institution would incur due to the default of an obligor, after offsetting between gross JTD amounts has taken place,

Used in (1 place in 1 provisions on 12/11/2026)

Capital Requirements Regulation (CRR) (1 in 1)

Article 325v