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by riskcube
December 17th, 2015, 11:29 am
Forum: General Forum
Topic: Risk-Based P&L
Replies: 8
Views: 8004

Risk-Based P&L

<t>hi againFeeling a little foolish, but I am very clear on:(1) P&L attribution from sensitivities methods (Taylor Expansion) and (2) P&L Attribution via revaluation methods-> bump&reset or bump& run. But when we hear of a front office "Full Revaluation" and compare this to descripti...
by riskcube
November 11th, 2015, 6:59 am
Forum: General Forum
Topic: Risk-Based P&L
Replies: 8
Views: 8004

Risk-Based P&L

Thanks so much mtsm (and Rmax). i'll go check that vol.111 out. thanks again
by riskcube
November 10th, 2015, 8:41 am
Forum: General Forum
Topic: Risk-Based P&L
Replies: 8
Views: 8004

Risk-Based P&L

Hi Rmax - is there any chance you could send me your doc on P&L Attribution? i'm really just looking to udnerstand the "bump and rest" idea from someone i trust! Thanks in advance (not sure best way to send my email)