Risk Management (Middle Office) solutions by Calypso Technology

By: Calypso  11-11-2011
Keywords: Risk Management

In the middle office, Calypso performs a full complement of risk management and control activities, including “what-if” analysis, P&L analysis, scenario analysis, cash flow analytics, VaR analysis, limits, hedge recommendations, clearing, and OTC margining.

Risk management activity is performed and monitored in Calypso’s thin-client Risk Interface. All risk management functions in Calypso are fully integrated with front office trading activity and back office processing, across all asset classes.

Additionally, because Calypso’s risk framework is integral to the broader trading and processing framework, Calypso enables increased monitoring and control over all activity across the business.

Desk-Level Risk Management

Calypso strives to meet and exceed the challenges facing desk level risk managers by providing decision support and analytics for calculating cross-asset P&L, risk sensitivities, hedge effectiveness analysis, portfolio stress testing and scenario analysis. Calypso provides full drill-down functionality enabling detailed analysis of positions and limits, by trade, by portfolio or by counterparty – in real-time via our powerful, thin-client called Calypso Workstation. Our comprehensive scenario analysis tools allow for the perturbation of market rates to view the impact of on P&L attribution.

Market Risk

To monitor and manage periodic, intraday, and real-time market risk exposures, traders, analysts, portfolio managers, and middle office risk managers use Calypso’s risk analysis tools to maximize the risk adjusted returns on their portfolio. Our scenario analysis tool is user-friendly, and it works across all asset classes. It applies simultaneous or sequential perturbations of market data and measures the portfolio sensitivity to these hypothetical market movements

Counterparty/Trading Limits

Calypso provides a comprehensive limits module for monitoring and managing real-time and intra-day counterparty trading limits across a variety of risk categories:

  • Settlement Risk
  • Credit Exposure
  • Issuer Risk
  • Market Risk (VaR, Stress, Greeks)
  • Tenor Limits
  • Limit Breaches
  • Real-time Limit Utilization and Excess Management
  • Complex Limit and Netting Hierarchy

Keywords: Risk Management

Other products and services from Calypso


Global Corporate Treasury Solutions by Calypso Technology

They need to improve cash visibility across the enterprise, optimize their financial hedging and intercompany funding activities, and analyze overall financial risks encountered by the corporation for strategic decision making. To respond to changes in market conditions, emerging regulatory guidelines, and new industry standards, Global Corporate Treasurers need access to real-time cash, trading and liquidity management.


Cross-Asset Front-to-Back solutions by Calypso Technology

Calypso Technology offers one of the world’s few truly cross-asset front office to back office and treasury management system, designed to meet the needs of a wide range of financial institutions, from large to boutique to to to services consortiums. The single system provides the benefit of best-in-class functionality for each product class, while eliminating the expense of installing and maintaining individual systems.


Trading (Front Office) solutions by Calypso Technology

Calypso Workstation meets these requirements by providing a comprehensive cross-asset front-office trading module with an intuitive user-interface enabling dealers to readily analyze and display information that supports better and faster decision-making.


Bank Treasury Solutions by Calypso Technology

Integration with General Ledger Systems.


Solutions by Calypso Technology

Calypso offers customers the ability to enter new geographic markets, scale to higher transaction volumes, adapt more quickly, increase productivity, improve financial performance, and reduce risk. In addition to targeted functional solutions, Calypso offers individual asset classes for customers wishing to address specific product coverage needs.


Processing and Accounting (Back Office) solutions by Calypso Technology

Within one single framework Calypso provides straight-through processing for all asset classes through the entire trade lifecycle – from deal entry and position management to enterprise wide risk management through to post-trade processing. Dashboard Reporting – Processing status and progress is monitored in real time using Calypso’s dashboard reporting tool - providing users with a bird’s eye view of processing activities globally.