Calypso

Effectively managing and storing trade data will ensure that technology used to comply with current regulations remains usable for future requirements, says the chief product and engineering officer, Calypso. “[Having] data in a consistent format, where applications dealing with different product types, different parts of the trade life...

The influx of regulations over the past few years – from Emir, Mifid II, Mifir in the EU, and Dodd-frank in the US – has put significant pressure on treasury managers, and has changed the role of the treasury management system. Once considered a middle and back office function, treasury management has grown to become of great strategic...

We first published this piece in 2015 as a kind of checklist for those bank treasuries trying to achieve everything demanded of them but struggling to do so efficiently. The ‘seven signs’ were indicators of where fragmented, legacy treasury management systems may be letting them down as they tried to meet new demands. If anything,...

Quoted daily for each of the main currencies across multiple tenors (1m, 3m, 6m, 12m), Libor represents the rate for which one bank would lend money to another for a set term. It is calculated as the arithmetic average of the submitted rates for each tenor and currency from a panel of banks, with the top and bottom quartile submissions discarded...

This third article in the IM series, generated from a recent Calypso Webinar on BCBS-Iosco regulatory initial margin (IM) requirements, recommends learning from those firms who have been through the IM compliance process already, drawing upon their experience through industry organisations such as ISDA and solution providers like Calypso, to...

This is the second in our series of articles generated from a recent Calypso webinar on BCBS-IOSCO regulatory initial margin (IM) requirements. Given that one of the first decisions to be made is how to calculate IM and exchange it with counterparties, we look at how you can benefit by using a standard methodology in the shape of Isda’s...

With the dust still settling on the latest crop of firms to comply with BCBS-IOSCO regulatory initial margin (IM) requirements, the spotlight turns on the much larger number of firms expected to fall in-scope in the remaining two phases: between 30 and 50 firms in Phase 4 (2019) and 750 to 1000 firms in Phase 5 (2020). Aware...