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Taylor ES 99 DtD % Difference
| Description |
DtD difference in % for Expected Shortfall with fixed confidence level of 99% |
Difference between Taylor ES 99 and Taylor ES 99 Previous expressed in percentage.
$$\text{Taylor ES 99 DtD % Difference}=\frac{\text{Taylor ES 99}-\text{Taylor ES 99 Previous}}{\text{Taylor ES 99 Previous}}$$