Calypso Enterprise Limits solution was designed to meet the current and future needs of risk managers in an efficient and cost effective manner. The Calypso Enterprise Limits solution is comprised of both Market Risk Limits and Credit Risk Limits modules, built using the latest technology available in the marketplace to enable quick and easy integration with other risk and front office trading applications.
Unprecedented volatility in the capital markets is driving the need to better monitor and manage market risk across the trading enterprise. Our Market Risk Limits module answers this need, providing extensive coverage of market limits and customizable excess management rules.
Calypso Enterprise Market Risk Limits enables you to set, monitor and manage limits on Positions, P&L, Greeks, Value-at-Risk, and Stress Scenarios, using configurable aggregation hierarchies on attributes such as product, book, currency, country and sector. This means that oversight of trading activity is performed in a configurable dashboard that can be customized to display real-time alerts to the appropriate groups responsible for monitoring limits.
The spotlight on counterparty risk management has moved credit risk to the top of the agenda for regulators, stakeholders, traders and risk managers. Delivering a comprehensive solution for the automated control of counterparty risk is complex, and requires in-depth understanding of an organization’s policies and workflows. Calypso Enterprise Credit Limits module was designed to solve this urgent problem, offering limit and excess management functionality that can be deployed quickly and cost-effectively in the environment with multiple Front Office trading applications.
The Calypso Enterprise Credit Limits module provides comprehensive solutions for monitoring and managing real-time limits across a variety of risk categories:
Calypso Enterprise Credit Limits supports counterparty and netting hierarchies, and has extensive excess management workflow to ensure that appropriate action is always taken in the event of any limit breech.
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