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Delta Taylor ES DtD % Difference
| Description |
DtD difference in % for Expected Shortfall with contextual confidence level for the Delta sensitivity |
| Relevant context values |
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Difference between Delta Taylor ES and Delta Taylor ES Previous expressed in percentage.
$$\text{Delta Taylor ES DtD % Difference}=\frac{\text{Delta Taylor ES}-\text{Delta Taylor ES Previous}}{\text{Delta Taylor ES Previous}}$$