Calimere Point, a leader in data analytics solutions, has developed a cutting-edge P&L Attribution engine that stands out for its flexibility, modularity, and rapid deployment capabilities. In the fast-paced world of financial services, the ability to tie together combine risk and pricing data with P&L outcomes provides a vital layer of control.

Flexible and Modular Platform

Calimere Point’s expertise in financial markets and its use of enhanced data analytics technologies have allowed us to successfully support our clients in implementing P&L attribution solutions. The ability to seamlessly source and combine data from disparate risk management, finance and market data repositories means these solutions can be delivered in a fraction of the time of more traditional approaches.

The heart of P&L Attribution lies in intelligently analysing data. Calimere Point’s solution requires the alignment of risk and finance data to validate P&L performance against observed position and price changes. Often, this data is stored in separate repositories, and market data is sourced from disparate feeds for finance and risk purposes. Leveraging advanced data analytics technology, Calimere Point seamlessly sources, normalises, and combines data sources, ensuring alignment and accurate attribution calculations.

Successful Implementation of P&L Attribution

Calimere Point’s expertise in financial markets and its use of enhanced data analytics technologies have successfully supported clients in implementing P&L attribution solutions. The ability to bring together data from both risk management and finance sources is a testament to the company’s commitment to delivering comprehensive solutions.

Designed by Risk Professionals, for Risk Professionals

The P&L Attribution reporting interface offered by Calimere Point is pre-defined yet customisable, catering to the specific needs of risk professionals. It incorporates numerical and graphical representations, providing a consolidated view of all key risk factors relevant to the products under consideration.

User-Friendly Interface

Calimere Point’s solution empowers users to define the combination of P&L Attribution factors they wish to interrogate, allowing them to sort values effortlessly and identify the largest exposures with just a few mouse clicks. This user-friendly interface streamlines the process of obtaining the desired information quickly.

Drill-Down Capabilities

The solution allows P&L Attribution to be viewed at various levels of aggregation, from country or enterprise level down to division and desk, and even at the individual trade level. Users can seamlessly drill down from high to low-level information with a single click, pinpointing problems and gaining detailed insights.

The Data Analytics Advantage

Calimere Point’s approach involves easily accessing disparate sources of data, whether it’s legacy COBOL files, batch CSV files, XML messages, big data repositories, or databases. The company’s light-touch approach reduces the demands on IT teams, eliminating the need for expensive and complex data warehouses.

Visual Data Model and Processing

Understanding complex data pathways is made easy with Calimere Point’s visual data model. It provides a clear picture of where data comes from, how it’s cleaned, and where it’s joined, facilitating better decision-making and understanding.

Modular Libraries for Standardisation

Standardising data requires standard processes. Calimere Point’s modular libraries ensure central control, eliminate duplication, and allow for the quick repetition, adjustment, and deployment of logic.

Rapid and Accurate Approach

Calimere Point’s iterative approach ensures rapid and accurate results from the beginning. Data is obtained, examined, and validated early in the process, eliminating the need to wait until waterfall testing to identify issues. The solution is robust and can be automated, saving valuable time.

Dynamic Reporting for P&L Attribution

Calimere Point’s P&L Attribution reporting offers dynamic insights, addressing common issues with data quality. The optimised reporting interface allows users to identify primary factors causing P&L movements quickly through a simple and easy-to-understand interface. Historical performance of all P&L Attribution factors can be tracked through time, providing ongoing monitoring of both current and historical unattributed P&L and unexplained risk factors.

See Calimere Point’s P&L Attribution Engine dashboards

P&L Attribution Case Study

Calimere Point Elevates Global Commodity Firm's P&L with Advanced Analytics

The result was a P&L Average explain of 99+%.
Our flexible, rapid, and modular P&L Attribution engine offers a comprehensive platform for accessing essential information.

Conducting P&L attribution analysis and reporting enables users to gain a clear breakdown of the factors influencing P&L movements between two specified points in time, highlighting key pricing factors for easy understanding.

A robust and repeatable framework delivered fast.

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