Calypso (Calypso Technology, Inc.) is a global application software provider that sells an integrated suite of trading and risk applications to the capital markets, banks and other companies participating in the world’s financial markets.
Calypso’s trading and risk management platform is the industry’s first integrated application suite designed from the outset to be a front to back office, cross-asset, real-time platform for derivative and treasury products.
The platform provides Front Office, Middle Office, and Back Office functions for multiple asset classes such as Foreign Exchange, Fixed Income, Interest Rate Derivatives, Credit Derivatives and other derivatives instruments. Calypso credit derivatives is market leader in this area.
Calypso provides sophisticated analytics, reporting and communications software and services for global investment and commercial banks, pension funds, asset managers, hedge funds, clearing houses, exchanges and industry service providers.
Calypso provides functionalities to support:
- Risk and Portfolio Management – Pricing and Analytics; Product structuring; “What-if” and VaR analysis; Real-time P/L; Cash-flow analytics; Exposure and Liquidity analysis; Position management; Trade capture.
- Compliance –Regulatory and enhanced internal reporting tools; Basel III liquidity reporting; Dodd-Frank/EMIR compliance; Audit & Control
- Trading – Clearing and Collateral management; Multi-asset class trade and allocation processing; Deal pricing; Pre-trade analysis; Initial Margin modelling; Full XVA incl. CVA, DVA , FVA, LVA, MVA
- Operations – Vendor-neutral integration with multiple data providers; Real-time monitoring; Accounting entries keeping in real time; Enhanced messaging and operating workflows; Confirmation matching; Messages; Exception management; Settlements