Calypso Learning Services

Official PL is the P&L solution Calypso provides for cross-asset P&L computation, attribution, and reporting.

Calypso’s Official P&L offers a top-down cross-asset approach to P&L attribution by segregating P&L based on various levels of aggregation such as time, market data, or trade lifecycle changes (additional levels of granularity are available). 

Calypso also enables the P&L drill-down to be done at both the trade, book, and market data underlying levels. Calypso’s Official P&L is fully integrated into the Calypso trading and risk management platform to provide consistent and accurate P&L reporting solutions.

The benefits of the Calypso P&L solution include:

• Single P&L report for a cross-asset portfolio
• P&L decomposed by Front Office or Accounting view
• P&L Explained, decomposing P&L by Time, Market Data, and System effects
• P&L solutions that cater to specific markets and asset classes
• Multiple ways of aggregating and segregating P&L data based on user’s business requirements
• PL Configuration and Methodology segregated by Book and Product type dependent on the user's compliance and regulatory requirements
• Market standard reporting by End-of-day (Daily) P&L, Month-to-date P&L, Year-to-date P&L and/or customized tenors.
• FX Exposure (Translation) P&L for portfolios with FX exposure

NOTE: This is a brief introductory course to the Calypso Official P&L solution. To know more about this topic