Trade Processing: Risk and P&L Reporting (Part 2)
Interactive

Trade Processing: Risk and P&L Reporting (Part 2)

Intuition Publishing Pty Ltd
Updated Sep 25, 2020

Risk figures are usually produced on trade date plus one; that is, they overall risk figures report on the previous day's close of business portfolio of deals. Here we investigate how the risk is calculated, the P&L reports that are produced by the middle office teams and the managing of those risks.

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