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