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Addressing the New Front Office

The OTC derivatives markets are undergoing the biggest change since their founding over 30 years ago.

The Calypso System addresses the complex requirements of the “new” front office for OTC derivatives and treasury products, reshaped by recent legislative and market structure changes. In addition to traditional front office functions such as valuation, pre-trade analysis, and intraday risk monitoring, today’s front offices are challenged to integrate many of the traditionally back-office functions such as collateral management, margin management, and credit risk management. To this end, liquidity controls, collateral management and credit value adjustment (CVA), for example, have become integral parts of the new front office model. Furthermore, firms are forced to adapt to new market valuation conventions such as OIS discounting and multiple curve framework for valuing derivatives. Leveraging its experience in derivatives pricing frameworks and leading back office functionality, the Calypso System is ideally suited to help all capital market participants take advantage of these market structure changes to gain a competitive edge in a rapidly evolving market.

Calypso’s cross-asset front office solution covers a wide range of asset classes with deep functional capability including: Foreign Exchange and Money Market, Fixed Income, Interest Rate Derivatives, FX Derivatives, Credit Derivatives, Equities and Equity Derivatives, Commodities and Commodity Derivatives. Calypso delivers its Cross-Asset Front-to-Back capability on a single integrated platform. This means trading is fully integrated with risk, and both trading and risk are fully integrated with processing - across all asset classes.

In the new OTC market structure defined by increasing competitive pressures and shrinking margins, the most successful institutions will be those able to manage business transformation efficiently.  Calypso provides these firms with a proven platform to harvest the advantages of change.

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