Treasury

The Calypso® Treasury solution serves the needs of banks and corporates looking for core treasury functionality in order to provide a simplified way to manage cash, exposure, netting, hedging and the various liquidity and gap analysis needs of an organization. With all treasury products on the same platform, and completely integrated from front to back, Calypso provides the efficiencies required in today’s treasury operations while giving organizations the required transparency and product range necessary to run a leading treasury operation.

Liquidity and Cash Management

Calypso has cash management capabilities for money market instruments, multicurrency, bank accounts, and cash/liquidity exposures. Calypso features real-time reports aggregating different type of cash flows grouped per time bucket and per currency for better liquidity and gap analysis.

Limit Management

Calypso provides tools to control limits and exposure. Different types of settlement and replacement limits can be configured with a powerful parser. Users can do pre-limit check, see the current credit limit, credit exposure and credit availability.

Real Time Position and P&L Monitoring

Calypso provides a personalized view for traders to monitor their positions and P&L. Traders can view their P&L across multiple books or include trades from different portfolios to create a custom view of their P&L and can custom-define aggregation methods used in the report. Liquidation method (FIFO to LIFO) can be changed dynamically to see the effect on their P&L in real-time.

Performance

Calypsos high-volume, distributed processing capabilities have been proven to handle trading volumes of treasury groups of the largest global trading firms.

Straight-Through Processing

Calypso’s treasury functionality covers straight-through processing from deal entry, risk management, through to all processing related activities such as confirmation, settlement, and reconciliation through to accounting.