OTC Clearing & Processing

Calypso^® OTC Clearing & Processing enables direct bank clearing members to clear and process OTC derivatives products on behalf of clients across multiple exchanges and clearing houses. Calypso enables compliance with regulatory mandates while providing market-leading capability to compete at the highest levels of clearing efficiency and client service. Calypso® OTC Clearing & Processing includes:

• Full Cross-Asset Valuation Engine
• Independent Margin Calculation
• Advanced VaR-based margining on all OTC derivative products
• What-If Margin Analysis
• Credit Limits Checking for Client Trades
• Trade and Margin Reconciliation
• Market Risk Management for Client Accounts
• Client Statements & Reporting

Fully integrated & Future Proof

Calypso^® OTC Clearing & Processing is a future-proof clearing and processing solution that enables efficient entry into new markets, products and geographies with: 

• Real-time Multi-Clearing house connectivity
• Centralized cross-asset platform - clearing house and client margining
• Client account risk management
• Collateral management
• Processing and reconciliation
• Reporting