PnL unexplained is actually a essential metric that regulators and product or service Command inside of a lender alike pay attention to.Sin embargo, muchos defensores de la PNL argumentan que su valor radica en su enfoque práctico y en su capacidad para generar cambios rápidos y efectivos en las personas.Me parece que en couching podrían enseña
$ In the "work situation" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little)The portfolio of bonds will have a specific DV01, which can be accustomed to compute the PnL. Can an individual notify me if this is correct or is there a little something extra? For equities it ought to be just a straightforward
Practical definitely. How can a financial institution use these day-to-day PnL calculations? In fact the prices will swing each day and there will be both gain or decline as per the calculation. So, How can a financial institution use these each day PnL calculations? $endgroup$Nevertheless, the existence of important autocorrelation in the return c