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Delta Taylor WVaR 97.5 DtD
| Description |
DtD difference for Weighted Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity |
| Relevant context values |
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Difference between Delta Taylor WVaR 97.5 and Delta Taylor WVaR 97.5 Previous.
$$\text{Delta Taylor WVaR 97.5 DtD}=\text{Delta Taylor WVaR 97.5}-\text{Delta Taylor WVaR 97.5 Previous}$$