[FA215] Front Arena – Profit and Loss Calculations

Duration of Course: One day

Course Covers

Profit and loss

  • Basics
  • Mark-to-market vs. theoretical pricing
  • Fees and payments
  • FX conversion
  • Clear profit and loss
  • Reports

End-of-day workflow

Profit and loss decomposition

Discounting framework

Goal of the Course

At the end of the course, participants will understand the position profit and loss and position risk functionality in PRIME as well as the calculations behind the figures.

Target Audience

PRME users, application managers and risk managers.

Required Knowledge Level

Participants should have a good Front Arena and PRIME knowledge.