Calypso

Cross-asset front-to-back real-time solutions for capital markets, investment management, clearing, collateral, funding, securities finance, treasury and liquidity management.

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A Pandora’s box of opportunities and challenges

24th June 2020

New regulations have opened up a Pandora’s box of opportunities and challenges. What effects are we seeing on the market? Alan Sheehan, Director Product Management for Calypso, discusses the current landscape of collateral management and touches upon how technology can come into play in unlocking opportunities.
Solving the UMR Puzzle

23rd June 2020

Feedback from participants in the first four UMR phases suggests that providing the data required for ISDA SIMM in the correct format is not a straightforward process, while many smaller firms coming in-scope for UMR in phases 5 and 6 are finding it a very real challenge indeed. One reason is the difficulty of pulling together all the data...
Infographic - What’s worrying banks most about LIBOR transition?

22nd June 2020

insights gained from Calypso clients across all regions over the summer of 2019 informed this study, which highlights the main areas of concern and shows how these vary across regions, reflecting the stage of transition reached in each area. Download the infographic to see where your concerns sit in relation with those of other financial...
When Independent Amount meets Initial Margin

15th May 2020

ISDA’s ‘next generation’ versions of the Reg IM documentation set out three different options for managing the combination of IA and Reg IM, in the ‘margin flow approach’: Distinct (IM) approach Greater of (IM/IA) approach Allocated (IM/IA) approach Each comes with different levels of system and operational complexity and, crucially, a...
The Demise of LIBOR: It’s happening - don’t underestimate the impact

27th April 2020

The question is no longer if but when. LIBOR will transition across at a point in the future and many areas of the BAU process will be affected in one way or another. Continuing our ‘Demise of LIBOR’ series, Calypso summarises recent developments and warns not to underestimate the impact of LIBOR transition on your systems. The implications...
The Move to Cloud Born Microservices in Collateral Management

5th February 2018

Article published in Finadium’s Securities Finance Magazine, Issue 9 --------- The financial technology industry is seeing a move away from one-size-fits-all enterprise systems to cloud-native microservices based on the separation and segmentation of individual tasks. While these microservices can also be aggregated back into a big platform,...
Leading from the front: Collateral Management Technology Spotlight

24th November 2017

Article featured in Securities Lending Times Collateral 2017/18 During the Calypso Client Conference in London, senior members of the Calypso product management and customer success management teams discussed how the firm’s Collateral Management solution is developing and how to anticipate the evolving needs of clients and the global financial...
Tactical versus strategic solutions: Where lie the benefits?

8th September 2017

Regulatory changes and challenging market conditions are driving many financial institutions to review their system infrastructure for collateral management. With tight budgets and regulatory deadlines approaching quickly, some firms prioritize short-term gains over longer term strategic investments. These quick win solutions can easily turn into...
It’s a marathon, not a sprint -When selecting new collateral management system

10th July 2017

When selecting a new collateral management system, market participants should take a long-term view toward the future. This article explores different deployment options available and what parameters to be considered. Read the complimentary article and find out the What Key Questions to ask when selecting a new collateral management system. ...
Mark-to-Market P&L Analysis

1st September 2016

Calypso's latest reference paper, “Mark-to-Market P&L Analysis,” by Fabrice Thomas, describes how Calypso computes both MTM values and P&L for all asset classes. Because there are so many dimensions to measuring P&L, identifying the specific sources of gains or losses for large trading books can be quite challenging. Our comprehensive...