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Taylor WVaR 99 DtD % Difference
| Description |
DtD difference in % for Weighted Value at Risk with fixed confidence level of 99% |
| Relevant context values |
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Difference between Taylor WVaR 99 and Taylor WVaR 99 Previous expressed in percentage.
$$\text{Taylor WVaR 99 DtD % Difference}=\frac{\text{Taylor WVaR 99}-\text{Taylor WVaR 99 Previous}}{\text{Taylor WVaR 99 Previous}}$$