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