Calypso Asset Management

The Calypso® Asset Management solution suite has been developed in conjunction with some of the largest investment managers globally. The solution incorporates the sophistication of products and trading processes used by the sell side, and combines this with all the features required by a medium or large fund manager. Calypso understands the particular needs of these funds with functionality for NAV, performance, and benchmarking.

Single Platform for All Fund Types

Calypso provides a common platform for all capital management products traded by an asset manager. Features such as configurable organizational hierarchies provide the flexibility required by multi-strategy funds and multi-fund firms. Calypso also provides integrated risk dashboards with the most valuable information for a fund manager.

Valuation and Position Keeping

Products in Calypso come with standard analytics. In addition, an asset manager can plug in proprietary analytics or specific third party models they may use. Trades and market data are updated in real-time. All positions have drill down capability, and users can double click any item to look at details in more depth.

Comprehensive Risk Management

Calypso provides Value at Risk (VaR) calculations based on inputs from in house systems or standard market data providers. Historical Simulation VaR with access to the complete simulation results, combined with sophisticated drill-down analysis allowing full exploration and explanation of VaR results. The “What-If” analysis tool provides traders with the ability to see the impact on positions before a trade is placed. In addition, Calypso monitors market and credit risk limits.

Compliance Management

Calypso provides standard regulatory reporting and pre and post trade compliance management. Compliance management features monitor the impact on simulated trades by defined compliance rules and limits.

Straight-Through Processing

The Calypso® award winning Back Office system can be configured for the specific processing needs of an asset manager. The system has automated reconciliation, settlement and messaging capabilities and accounting. Calypso monitors, calculates, and processes collateral calls on a cross-asset basis in a timely manner in order to minimize risks and increase credit capacity.

Product Coverage

All Major Asset Classes