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VaR 97.5 Component Delta Trades

Description	Component DtD explanation of the upper Trades of VaR 97.5
Hierarchies required in the view	Trades

The Component Delta VaR measures the contribution of each trade along the Trades hierarchy to the day-to-day change of the VaR.

See the Component Measures chapter for the calculation methodology.

The confidence level is fixed at 97.5%.