Course Description

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 Asset Management Solution, a  richly featured component  of the  Calypso front  to  back-office  software platform. It incorporates simple interfaces for quickly defining composite portfolios   of funds, mandates, and/or strategies. The benefits and functionalities of the Calypso Asset Management Solutiondescribed in this course 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   Calypso   Asset   Management   Solution   course   will display   and   define the Calypso Asset Management Framework, functionalities, and the components necessary to construct and view various portfolio risk and performance analysis, both stand alone and  against  benchmarks.  The  process by  which the  Calypso  user  defines  the  risk parameters, configures the portfolios-funds, mandates, and strategies,and calculates the reports are displayed step by step.

Course curriculum

  • Introduction

    • Introduction and Overview

  • Configuration

    • Asset Management : Configuration

    • Test Your Knowledge

  • Portfolio Hierarchies

    • Asset Management: Portfolio Hierarchies

    • Test Your Knowledge

  • Benchmarks

    • Asset Management: Benchmarks

    • Test Your Knowledge

  • Trade Capture

    • Asset Management: Trade Capture

    • Test Your Knowledge

  • Appendix

    • Appendix