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In the current environment liquidity has dried up in a lot of areas that were very profitable in the pre-credit crisis world. Banks and investors struggle to manage the risks on their books — as few people are willing to provide liquidity to those areas. They are even hesitant about revealing the characteristics of their risk position to their brokers as they know the market will move against them. These products don’t fit the exchange trading framework, so another solution needed to be found.
Calypso can help you create liquidity by providing a platform for your clients to upload individual trading objectives and constraints to a highly secure environment, searching for the optimal trades that will reduce risk for all parties. Using the power of the Galapagos optimization engine, Calypso’s algorithms can quickly and efficiently explore a range of transactions from a pool of anonymously provided liquidity.
Already operational for Bespoke Synthetic CDOs, the platform brings both operational and transactional efficiency to the brokerage process. It is ideal for the cases where the OTC markets are illiquid and the risks in the dealers’ books are complex to manage.