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Delta Taylor VaR 99 DtD % Difference

Description DtD difference in % for Value at Risk with fixed confidence level of 99% for the Delta sensitivity

Difference between Delta Taylor VaR 99 and Delta Taylor VaR 99 Previous expressed in percentage.

$$\text{Delta Taylor VaR 99 DtD % Difference}=\frac{\text{Delta Taylor VaR 99}-\text{Delta Taylor VaR 99 Previous}}{\text{Delta Taylor VaR 99 Previous}}$$