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Delta Taylor VaR 99 DtD
| Description |
DtD difference 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.
$$\text{Delta Taylor VaR 99 DtD}=\text{Delta Taylor VaR 99}-\text{Delta Taylor VaR 99 Previous}$$