Calypso Equities and Equity Derivatives

Equity markets need a robust infrastructure for real time trading. Additionally, for structured products involving equities, a well integrated system between equities and other capital markets products is a necessity. More and more equity hybrid products depend on payoffs linked to either interest rates or even credit events.

Tight Integration for Structured Equity Products

Calypso’s single platform with tight integration between the eXSP™ and Equities solution allow for the creation of hybrid equity products. The event driven architectures enables the trading of equities in real-time. Similar strong integration with credit derivatives and fixed income permits products like equity default swaps or convertibles.

Complete Middle and Back Office Support

For the middle and back office Calypso offers the infrastructure needed to handle high volume of equity trading with real time position and P&L evaluation.

Risk reports are run in real-time, from a selection of pre-configured out of the box reports. The scenario analysis tool generates a view of risk and P&L based on user-defined scenarios.

Calypso’s comprehensive back office streamlines the processing of vanilla trades through its exceptions-based workflow. This workflow can be defined by the user, depending on the degree of automation required.

Calypso provides a CREST interface and can interface to exchanges to facilitate the processing of equities.