THE ULTIMATE GUIDE TO PNL

Actual P&L calculated by Finance/ Products Regulate and is based on the actual cost of the instrument in the market (or perhaps the corresponding model if a market place does not exist). This displays the legitimate P&L In the event the posture is closed at market charges.Kurt G.Kurt G. 2,38944 silver badges1717 bronze badges $endgroup$ 3 $begingro

$ Inside the "perform scenario" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a bit)$begingroup$ Assuming that you are working for a bank, you'll find a few different P&Ls according to the operate/ utilization:You may as well analyse the skewness and kurtosis with the interval PnL by taking third and 4th times