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New York Office

99 Park AvenueSuite 930
New York
NY
US

San Francisco Office Head Office

595 Market Street, Suite 700
San Francisco
CA
US

London Office

One New Change, Level 6
London
GB

Telephone

+1 415-530-4000

Contact

Herve de Laforcade
[email protected]

Capital Markets

 

 

Calypso Calypso Capital Markets provides a comprehensive cross-asset front-to-back solution for trading, risk management, processing and accounting – all on a single platform. Calypso’s real-time multi-tiered open architecture delivers low-latency high-performance straight-through processing across all assets classes for both cleared and bilateral trades.

Calypso’s Front Office XVA solution delivers unprecedented unification of pricing, risk and collateral for cleared and bilateral trades on a single trading framework. Front Office XVA calculates the all-in price including credit, debt, margin, funding and liquidity value adjustments (CVA, DVA, MVA, FVA, LVA – collectively, XVA). The all-in price reflects fair value mark-to-market of each trade versus the existing portfolio, enabling accurate deal pricing, P&L, risk allocation, book running and funds transfer pricing per trade. Consistent enterprise-wide pricing in turn supports optimal risk-taking and hedging, improves P&L accuracy and enables e­fficient allocation and usage of capital across business units.

With finite pools of liquid assets increasingly driving hedging and capital usage decisions by banks, Calypso Front Office XVA ensures trading and pricing accurately reflect all risks – market, credit and liquidity. Capital intensive positions can be identified, restructured, unwound or sold. Collateral and netting – integral to all-in pricing – are optimized.

Benefits include a single cross-asset front-to-back platform for trading and risk, full XVA pricing (including CVA, DVA , FVA, LVA, MVA), all-in pricing for cleared and bilateral derivatives, elimination of fragile data feeds and complex synchronization tasks, pre-trade risk analytics and near real-time performance.

@Calypso Technology

 

View other products from Calypso Technology Inc.

Collateral & Funding

Calypso Collateral & Funding enables institutions to unlock collateral and unleash liquidity. Improved visibility into positions combined with the ability to net exposures across business lines enables institutions to eliminate fragmented collateral pools, increase ROI on inventory and lower funding costs. Calypso has a single central inventory pool for all margining, funding, liquidity and yield …

Clearing

 Calypso is the global standard in OTC clearing for CCPs, exchanges, clearing members and end-users. 86% of CCPs who are live and clearing interest rate swaps use Calypso, including CME, Eurex, SGX, TSE, HKEx and ASX. Calypso OTC Clearing enables institutions to comply with Dodd-Frank and EMIR regulation and create a robust OTC clearing capability. …

Treasury & Liquidity

Calypso delivers a smarter integrated approach to Treasury. By centralizing cash,  securities, other sources of funding, by leveraging investment, compliance monitoring, ALM and balance sheet capabilities  on a single platform, treasurers can achieve unprecedented visibility, automation and control. Calypso delivers superior operational strength with fully integrated execution capability to corporates, banks, central banks, security servicers, …