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What Is Hypothetical P

January 24, 2024 by Ahmed Ali

What Is Hypothetical P The Hypothetical P&L is the P&L that would have resulted if the portfolio had stayed con- stant over the period in question; thus, it excludes both trading revenue and fee income. … For our purposes, we consider two types of Hypo- thetical P&L: Market and Model. What is theoretical P&L? “Risk-theoretical

What Is Risk Theoretical P

January 24, 2024 by Ahmed Ali

What Is Risk Theoretical P “Risk-theoretical P&L: The daily desk-level P&L that is predicted by the risk management model conditional on a realisation of all relevant risk factors that enter the model.” What is P&L attribution test? The profit and loss attribution test is one of two regulator-set tests that a bank’s trading desk must