Risk, Valuation & P&L
Risk, Valuation & P&L Analytics
When a trading desk stops trusting the daily P&L number, everything downstream slows down. We investigate P&L and risk discrepancies at the source - tracing trades, market data, positions and valuation logic - and help teams build reporting and attribution that holds up under scrutiny.
Common Questions
Problems we help investigate and resolve
“"Why did today's P&L change?"”
We trace the full attribution chain - trade changes, market price changes, position changes, FX, fees and settlement - to explain the movement in plain terms.
“Why does unrealized P&L not match position exposure?”
We reconcile valuation inputs against position and market data to isolate the mismatch.
“Why doesn't the desk trust the risk report?”
We audit report logic against source data and rebuild the parts that don't hold up.
Capabilities
What this service covers
P&L
- Realized P&L
- Unrealized P&L
- Daily P&L
- P&L attribution
- Mark-to-market
Risk & Exposure
- Market exposure
- Counterparty exposure
- Credit limits
- Scenario analysis
- Value at Risk
Reporting
- Risk reporting
- Valuation reporting
- Management dashboards
- Position exposure reporting
Architecture
P&L investigation chain
A structured attribution chain we use to explain a P&L movement in terms the trading desk actually trusts.
Industries
Industries we apply this to
FAQ
Frequently asked questions
Investigate a P&L or Risk Issue
Tell us what number isn't adding up and we'll help trace it to the root cause.