A denial of service vulnerability exists in Windows Remote Desktop Gateway (RD Gateway) when an attacker connects to the target system using RDP and sends specially crafted requests. An attacker who successfully exploited this vulnerability could cause the RD Gateway service on the target system to stop responding. To exploit this vulnerability, an attacker would need to run a specially crafted application against a server which provides RD Gateway services. The update addresses the vulnerability by correcting how RD Gateway handles connection requests.
https://www.tenable.com/blog/microsoft-s-august-2020-patch-tuesday-addresses-120-cves-cve-2020-1337
https://portal.msrc.microsoft.com/en-US/security-guidance/advisory/CVE-2020-1466