Global markets continue to rapidly evolve in response to advances in technology, product development, and the increased demands of regulation. It is critical in today’s environment that investment and asset managers can analyze performance and risk; cross-asset, multi-currency, and against various benchmarks, to ascertain their portfolio exposure to the capital markets. These sophisticated requirements demand a robust and scalable software solution for asset managers to assess their investments and portfolios accurately and efficiently in real-time.
To address these requirements Calypso offers the Calypso Investment Management Solution, a richly featured component of the Calypso front to back office software platform. The principal component of the Calypso Investment Management Solution, the Portfolio Workstation, analyzes portfolio performance and risk standalone or against market standard and/or custom benchmark measurements. Additionally, the Calypso Investment Management Solution incorporates simple interfaces for quickly defining composite portfolios of funds, mandates, and/or strategies. The architecture of the Calypso Investment Management solution ensures that performance measurement and risk management is available for all the product types that Calypso supports. The valuation methodology uses the same pricing models and market data incorporated in both the Calypso Front Office and Official P&L solutions for full cross-application consistency.
The benefits of the Calypso Investment Management Solution include:
- Simple user interfaces to define Portfolios, Funds, Mandates, and Strategies-which may be shared, and/or customized between Funds or specific to a Fund.
- Benchmark Configuration and Analysis, both for Market Standard Benchmarks/Indices and Measurements, and/or Custom configured.
- Investment Rule configuration and application.
- Portfolio Hierarchies, which enable the manager to aggregate and/or segregate their funds or portfolios by Groupings, Mandates, and/or local or shared Strategies.
- The Portfolio Workstation: the primary window from which the manager displays their portfolio risk and performance such as Benchmark Risk, Multi-risk, Currency Exposure analyses and/or Performance Measurement.
- Order Generation, which is available direct from the Portfolio Workstation.