Solutions / Lacima Analytics / Valuation

P&L Attribution

 

Understand how and why your P&L is changing over time.

Your P&L Attribution Questions

How do I calculate and explain changes in my portfolio over time?

Is it possible to attribute P&L into each of its different elements to understand what’s driving my P&L changes?

How do I understand and explain how recent portfolio changes have affected value?

Can I view my P&L under different value drivers (Greeks) such as price and portfolio evolution?

Can I consolidate Consolidating positions from multiple trading and risk systems, markets, and assets into a single P&L?

How do I breakdown portfolio evolution of my P&L changes by new, closed and changed positions and time decay?

Our P&L Attribution Solution

Attribute your Profit and Loss (P&L) by breaking down your portfolio into discreet components to understand and explain where your value is coming from and how it’s changing over time.

Compare your portfolio over any time range and assess the sensitivity of that value under Delta, Gamma and Theta Greeks.

Customise reporting with a range of flexible components and views available when producing P&L attribution. Automate P&L reporting thanks to flexible data connections and scheduled reporting functions.

Calculate and chart your daily P&L Attribution.
A screenshot of a P&L Attribution report and chart in Lacima Analytics.

The P&L Attribution Features

Drill into your P&L Attribution detail for more precise insights.
A screenshot of a P&L Attribution report in Lacima Analytics.
  • Identify value drivers
    Identify and isolate individual portfolio attributes to evaluate their specific effect on P&L.
  • Deeper insights with granular reporting
    Drill down and report P&L under different criteria including commodity, region, market, desk, strategy, trader, risk factor, or trade.
  • P&L change tracking
    Compare previous and current metrics to pinpoint drivers of P&L fluctuations.
  • P&L consolidation
    Combine P&L data from multiple deal capture and risk systems, asset classes, regions and business units for a single, comprehensive view of P&L.
  • Flexible valuation metrics
    Select from a diverse range of valuation metrics including Mark-to-Market, Exposure, Delta, Gamma, and their contract currency variants.

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