RightAngle features an out-of-box Mark to Market report, which provides the profit & loss for active trades in the system. Risk analysts and Front office analysts monitor their book P&Ls from the data extracted from the report. The change in Daily P&L may be due to new trades, modified trades, canceled trades, new costs, Curve shifts, or some other actions in the system. Identifying the reason for the P&L shift or change is difficult in the Mark to Market report. Hence, the analysts spend a lot of time categorizing the data and reporting it to Stakeholders.

Daily P&L Bucketing Report will extract Risk transactional data from End of Day runs and apply the different business rules, to bucket the change P&L into different categories like New Trade, Modified Trade, Cancelled Trade, Curve Shift, Costs, etc. This custom report provides all of this information in one place, enabling risk analysts to quickly identify the reason for the P&L shift or change in a particular strategy and save time.