GETTING MY PNL TO WORK

the discovered possibility variables are without a doubt adequate to materially clarify the anticipated worth alter from the situation and, if (two) the versions used to estimate sensitivities to these chance components are accurate.In investment decision banking, PnL stated (also called P&L describe, P&L attribution or income and reduction spelled

It's also possible to analyse the skewness and kurtosis in the period PnL by using third and 4th times of $Y_t$ respectively. Presumably you'll conclude that for two sequence with equivalent expectation and variance, you will favor the one particular with favourable skew or reduce kurtosis, but possibly not depending on the self confidence of the i