Risk
Desk Risk Management
Each of the Calypso solutions enables real-time risk management across multiple products. The powerful scenario analysis tool allows for the perturbation of data to view the impact of market movements on P&L attribution. Drill-down for detailed risk analytics of positions by trade or by counterparty.
Calypso Risk Management
Calypso® VaR (Value at Risk) is an innovative solution for risk management and delivers timely, accurate and comprehensive risk measures to a user’s desktop. Designed specifically for risk users, the solution provides the tools to effectively monitor and understand the complexity inherent in global capital markets. It provides comprehensive and consistent coverage of foreign exchange, fixed income, interest rates, credit, equity, and commodity asset classes for both high volume cash products and high margin structured derivative products.
With Calypso VaR, market risk managers or controllers can view the current snapshot of all key risk measures for each of the portfolios they are responsible for managing. Drill-down and roll-up capabilities allow users to quickly identify areas of concern and explain the source of risk. Calypso VaR can be used as a standalone firm-wide risk management system, or in conjunction with the Calypso Trading and Risk platform as a complete risk package that deftly integrates desk-level risk management with the objectives of the enterprise. Calypso VaR seamlessly integrates with other providers of risk data and analytics to consolidate cross-asset, global risk exposures.
Calypso Limit Management
The Calypso Limit Management solution is designed specifically to address the challenges surrounding the limit control and the management of multiple risk exposures across the enterprise. Providing a real-time limit checking module, showing settlement, credit exposure, country and issuer limits functionalities that are critical for risk managers and controllers in complex environments. Users can now actively manage portfolios leveraging the flexibility and robust functionality with Calypso Limit Management.