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