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Main
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C. Statistics |
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Site
Map
Site Map Sections
1) PnL Explained Professionals
3) CTRM
4) Statistics
1) PnL Explained Professionals
Link
to PnL
Explained Professionals Home Page
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# |
Page |
Description |
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1 |
Information
about the PnL Explained Professionals Association |
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2 |
How to
contact the PnL Explained Professionals Association |
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3 |
The main,
i.e., home page for the PnL Explained Professionals Association web site. |
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4 |
Information
on how to become a member and the benefits of membership |
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5 |
Frequently
asked questions about the PnL Explained Professionals organization |
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6 |
Privacy
policy |
Link to PnL Explained Main Page
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# |
Page |
Description |
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1 |
Terms
used by PnL Explained Professionals |
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2 |
Information
about the greeks |
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3 |
Information
on how to calculate MTM (Mark-to-Market), i.e., PV (present value) for
various types of financial instruments (i.e., trades). |
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4 |
Describes
and compares two types of PnL, ‘Flash PnL’ and ‘Official PnL’ |
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5 |
Introduction
to what we mean by the term ‘Pricing Model’. |
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6 |
Frequently
asked questions about PnL Explained |
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7 |
Encyclopedia
of different trade types |
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8 |
This page
provides readers with a high level introduction to Value-at-Risk, known as
‘VaR’ and a comparison of calculation methodologies. |
3) CTRM Software
Link to CTRM Main Page
This link takes you to a page on the PnL
Explained Professionals website describing the CTRM Professionals Group. From there, you’ll find a link to the
LinkedIn homepage for the group.
Link to CTRM Professionals LinkedIn Group Page
3.1) CTRM Software – General Topics
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# |
Title |
Description |
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3.1.1 |
Introduction
to CTRM Software (Commodities Trading & Risk Management), sometimes called
‘ETRM’ for ‘Energy Trading & Risk Management’ |
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3.1.2 |
Considers
things from the point of view of a typical CTRM Vendor |
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3.1.3 |
Where
things are at now and where they may be heading for the software Ecosystem of
CTRM |
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3.1.4 |
This page
introduces a model of a CTRM based on a jigsaw puzzle metaphor. |
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3.1.5 |
Provides
some Design Philosophy suggestion for CTRM system designers and builders. |
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3.1.6 |
Introduces
the topic of Security for CTRM systems.
That includes topics like security around who can log in and
functional level security around different modules of the overall system. |
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3.1.7 |
Topics
around Software Testing for CTRM Systems |
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3.1.8 |
Considerations
for supporting in production a CTRM system. |
3.2) CTRM Software – Vendor Risk
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Title |
Description |
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3.2.1 |
Intro to Vendor
Risk Management (VRM) |
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3.2.2 |
Ways to
both a) Reduce
your Vendor Risk and b) while
simultaneously reducing your TCO (total cost of ownership) |
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3.2.3 |
Provides
a must-see Checklist for your firm’s Period Vendor Risk Audit, also known as
a ‘Vendor Risk Assessment’ |
3.3) CTRM Software – Design Considerations
for Specific Functionality
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# |
Title |
Description |
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3.3.1 |
Design
Considerations for Broker Fees on Trades |
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3.3.2 |
Design
Considerations for Initial and Variation Margin for Futures |
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3.3.3 |
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Design
Considerations for Interbook, Passthrough
and Allocation Trades |
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3.3.4 |
Trade Payment Calculation
Formulas |
Design
Considerations for Trade Payment Calculation Formulas |
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3.3.5 |
Design
Considerations for Applying Settlement Prices |
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3.3.6 |
This page
provides readers with a high level introduction to Value-at-Risk, known as
‘VaR’ and a comparison of calculation methodologies. |
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3.3.7 |
Introduction
to the practice of comparing PnL from actual trades, e.g., done to hedge
market risk, compared to a firm’s internal benchmark. |
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3.3.8 |
Introduction
and considerations on Volatilities |
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3.3.9 |
Introduction
and considerations on Futures Closeouts |
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3.3.10 |
Introduction
and considerations on Reports/Reporting and Extracts |
3.4) CTRM Software Implementation
Related Topics
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# |
Title |
Description |
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3.4.1 |
Strategies
for migrating from one Vendor system to another or for switching from a
vendor-supplied system to a home-grown solution or vice-versa. |
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3.4.2 |
Comprehensive
list of CTRM Setup Data, sometimes called ‘Static Data’ or ‘Reference Data’ |
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3.4.3 |
Migrating
Transaction/Trade Data from a Legacy to New CTRM System |
3.5) Trade Information
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# |
Title |
Description |
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3.5.1 |
Describes
examples of ‘Trades’ and other Non-trade items, e.g. physical inventory,
supported by CTRM Systems |
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3.5.2 |
Describes
the start to end lifecycle of typical trades with some examples for Swaps,
Futures, etc. |
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3.5.3 |
Encyclopedia
of different trade types |
3.6) Commodities
Overview/Information
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# |
Title |
Description |
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3.6.1 |
Introduces
the Big 3 Energy Commodities, Crude Oil/Refined Products, Natural Gas and
Power (a.k.a., Electricity) |
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3.6.2 |
Introduces
Precious Metals, e.g., Gold and Silver, in the context of CTRM design
considerations |
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3.6.3 |
Introduces
Base Metals, e.g., Copper and Aluminum, in the context of CTRM design
considerations |
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3.6.4 |
Introduces
Softs like Cocoa Beans, Ags like Wheat, and Dairy
in the context of CTRM design considerations |
4) Statistics
Link to Statistics Main Page
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# |
Title |
Description |
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1 |
Sample
Statistics Midterms and Finals from Intro to Statistics Class |
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2 |
Main page
for the site topic on ‘Statistics’ |
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3 |
Explanation
of why you use ‘N – 1’ instead of ‘N’ when calculating an unbiased estimator
of a population’s Variance or Standard Deviation given sample data. |
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4 |
Introduction
and considerations on Volatilities |
Note on the
above:
The same
target page may exist in multiple sections, i.e., if the content is more
broadly applicable. E.g., ‘VaR’ is under
the ‘PnL’ section, as that section talks about Risk Management in general and
the ‘CTRM’ section as the VaR page talks about considerations for CTRM systems.