Mark-to-Market P&L Analysis

02 Sep 2016
Date submitted
02 Sep 2016
Resource type
White paper
File type
Web page Web page
Calypso's latest reference paper, “Mark-to-Market P&L Analysis,” by Fabrice Thomas, describes how Calypso computes both MTM values and P&L for all asset classes.

Because there are so many dimensions to measuring P&L, identifying the specific sources of gains or losses for large trading books can be quite challenging. Our comprehensive approach is compliant with the Volcker Rule as well as Dodd-Frank, and provides front and middle office personnel with the insights they need to make informed decisions in real-time.
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