Course Description

Risk management has entered a new era, driven by the need to navigate a complex regulatory maze. Success today requires a combination of robust analytics, flexible technology, and quick time to market.

Calypso Risk provides a cross-asset market and credit risk solution, from an intraday or end-of-day perspective. It also allows risk managers and traders to manage their risk from pre-trade and post-trade perspectives.

The objective of this module is to provide readers with an introduction to “Desk Risk” with Calypso. The module displays and defines the Calypso Risk Framework and the components necessary to view the various risk analysis (excluding the Enterprise Risk and ERS System). The process by which the Calypso user defines the risk parameters, configures the portfolio, and market data, and calculates the reports are displayed step by step.

 Understanding the Desk Risk process will provide Calypso users with the knowledge and skills to fully leverage Calypso for risk measurement and risk management (cross-asset and cross-border).

At the end of this eLearning manual, you will be able to understand:

  • Calypso Desk Risk Framework
  • Risk Components
  • Risk Report Configuration
  • Viewing Desk Risk Results

The course consists of several modules, including key configuration details, use of various UI, videos, and assessment.

Course curriculum

  • Introduction to Desk Risk and Calypso Risk Framework

    • Introduction to Desk Risk

    • Calypso Risk Framework

    • Overview of Risk & Risk Measures

    • Test Your Knowledge

  • Appendix

    • Desk Risk Presentation

    • Risk Report Configuration Steps