PL Summary Cube

The PL Summary cube is aimed at desk and firm-wide monitoring of the P&L Attribution Tests and Backtesting.

It contains aggregated data with at least a year of history including:

• Daily P&L values (Actual, Hypothetical, and Risk-Theoretical)
• Daily VaR P&L vectors

This cube can be customised to add KPIs to monitor the above metrics, and workflows to manage exceptions.