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. The principal component of the Calypso Asset Management Solution, the Portfolio Workstation, analyzes portfolio performance and risk standalone or against market standard and/or custom benchmark measurements. Additionally, the Calypso Asset Management Solution incorporates simple interfaces for quickly defining composite portfolios of funds, mandates, and/or strategies. The architecture of the Calypso Asset Management solution ensures that performance measurement and risk management is available for all the product types that Calypso supports as 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 and functionalities of the Calypso Asset 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.
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. Participants will gain hands-on experience defining analyses for different types of asset management reporting and benchmarking, configuring the results in the Calypso Portfolio Workstation, and generating orders.
Understanding the Calypso Asset Management process will provide the user with the knowledge and skills to fully leverage Calypso for Asset Management and Portfolio Measurement: multi-asset, cross-border, and with different portfolios, mandates, and/or strategies.