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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.