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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 customized to add KPIs to monitor the above metrics, and workflows to manage exceptions.