Service Type: Physical Commodity Risk Management
Project: PNL Explained Attribution Report
Context:
Our client was implementing a large-scale trading risk management system and desired to create a PNL Explained Report. A current report did not exist within the system they were implementing.
Approach & Results:
We partnered with the development team of the bank to design, test, and implement a PNL Explained Report for the business’ linear and option portfolio of contracts.
