P&L Attribution Test Simulator

Simulates FRTB P&L Attribution Test (PLAT) results to determine IMA vs. SA treatment. Enter 10 daily Hypothetical P&L (HPL) and Risk-Theoretical P&L (RTPL) values. Computes Pearson and Spearman correlations, unexplained P&L (UPL) mean and variance ratio, PLAT zone per MAR32.29–32.36, IMA eligibility, and surcharge multiplier. CSV export of inputs and results included.

🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.

Regulatory basis — BCBS MAR32.29–32.36 (FRTB P&L Attribution Test), CRR3 Art. 325bf, EBA ITS on supervisory reporting. PLAT thresholds: Pearson ≥0.80 and VaR ratio ≤0.20 for Green; Pearson ≥0.70 or VaR ratio ≤0.30 for Amber; below those thresholds = Red. These are simplified illustrative thresholds — supervisors set final calibration. Deterministic arithmetic · zero PII · CC BY 4.0.

P&L Series Inputs — 10 Daily Values (£m, synthetic data only)

Hypothetical P&L — HPL (£m)

Risk-Theoretical P&L — RTPL (£m)

PLAT Zone & IMA Eligibility

Detailed Results (MAR32 thresholds)

Interpretation