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