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Enterprise Market Risk

Comprehensive View of Market Risk Exposures

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Calypso Enterprise Market Risk solution delivers timely, accurate and comprehensive risk measures to traders, risk managers, regulators and senior management. Calypso provides the tools to effectively monitor and understand the complexity inherent in global capital markets portfolios with comprehensive and consistent coverage of foreign exchange, fixed income, interest rates, credit, equity, and commodity asset classes.

With the Calypso Enterprise Market Risk solution, market risk managers can view the real-time snapshot of all key portfolio risk measures across both high volume cash products and high margin structured derivative products. Drill-down and roll-up capabilities allow users to quickly identify areas of concern and explain the sources of risk.

Calypso Enterprise Market Risk solution offers:

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  • Scenario Analysis and Stress Testing
  • VaR Simulation
  • Risk Factor Sensitivities
  • Risk Attribution
  • Back Testing
  • Marginal VaR and Incremental VaR
  • Capital Calculations

Calypso Enterprise Market Risk solution can be used as a standalone firm-wide risk management system. Calypso seamlessly integrates with other providers of risk data and analytics to allow risk managers to consolidate cross-asset, global risk exposures inside an enterprise.

Enterprise Market Risk

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