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Fundamental Review of the Trading Book (FRTB) - Profit and Loss Attribution (PLA) Analytics

Posted on Jul 06, 2022

With the FRTB deadline rapidly approaching, many banks are struggling to efficiently prepare for all the necessary requirements. Profit and Loss Attribution (PLA) ensures that Front Office and Risk P&Ls are sufficiently aligned with one another. Although the test itself is relatively simple to perform, finding the sources of P&L differences has proven to be considerably difficult. In this presentation, we introduce Fintegral’s approach which isolates the underlying risk factors that are causing differences in P&Ls.

Read our published briefing here.

For more information or if you have any questions please contact:

Dilbagh Kalsi
Partner, Head of UK Practice
Fintegral UK Ltd
+44 (0)7703 788 016

Mark Baber
Fintegral UK Ltd
+44 7807 611 604

Hardial Kalsi
Senior Consultant
Fintegral UK Ltd
+44 7903 790 291

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