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C. Statistics |
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Last
Updated May 2021
a) Educate the world about PnL
explained reporting (a.k.a. PnL Explain/PnL Attribution/P&L
Explained/P&L Attribution/Profit and Loss Explained)
b)
Provide a forum for PnL Explained Professionals to share information and help
them meet their professional goals.
c)
Provide credentials to professionals to help demonstrate that they have reached
a minimum level of proficiency in PnL explained reporting.
Res Non Ipsa Loquitur
Profit
and/or Loss (PnL) Explained also called P&L Attribution is a type of report
commonly used by traders, especially derivatives
(swaps and options) traders, that attributes or explains the daily fluctuation
in the value of a portfolio of trades to the root causes of the changes. PnL is usually defined as value today minus
value from prior day. PnL Explained is
defined at a high level as
or in more detail:
For
more, see PnL Explained FAQ and PnL Explained
Glossary
And
also see MTM
Explained and Greeks Explained
This
website last updated May 2021