The challenge of P&L Attribution

The challenge of P&L Attribution

A presentation by Alan Smillie, Head of Capital & Ratings Methodology at Nomura.

This presentation highlights key topics, such as:

  • P&L Attribution definition: Hypothetical and Risk Theoretical
  • Test Definition
  • Case Studies
  • Lack of clarity
  • Implications of different definitions
  • Market data alignment
  • Potential solutions

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