The hypothetical P&L (HPL) of a desk is the daily change in the value of yesterday’s positions computed by the bank’s pricing systems with today’s market data. The risk-theoretical P&L (RTPL) is the same change computed by the risk model, from its own risk factors and its own revaluation.
Quantitative Finance · शब्दावली
Hypothetical and risk-theoretical P&L क्या है?
अन्य नाम: hypothetical P\&L · risk-theoretical P\&L