Course Description

Bond foundations

Global markets for supplying and managing liquidity and capital requirements continue to evolve in the face of regulatory and technological change. Firms need robust, flexible tools for capturing information on simple to complex notes and bonds, which are part of financing strategies. Bond trading in Global Markets requires a platform for real-time trading and updating of risk. As well, when bonds are used in repos or as collateral, in integrated view of may be traded or not is needed. Many legacy systems are often in silos and do not cover money market, security finance and fixed income products in one platform or provide connectivity to disparate platforms, risk and P&L management and have a robust back office environment.

This course covers the setup of bond reference data and bond trading in Pricing Sheet and classic Bond Window. Risk reports for Fixed Income are reviewed. Lifecycle events for coupons and calls are discussed. Relevant back office reports such as Inventory Position are covered in detail.

Calypso Learning Services provides a variety of courses on trading and risk management including Front Office Tools, Market Risk and Hedge, Collateral Management and Pricing Sheet.

NOTE: This course is aimed at people who need to set up and use Calypso for trading bonds and does not cover the details of pricing models with mathematical details.

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Calypso Learning Services

Course curriculum

  • Introduction to Bonds with Calypso

    • Calypso Bonds Foundations Overview

  • Overview of Bond Functionality and Defintions with Calypso

    • Bond Functionality Overview and Definition Window

    • BONDS Foundation Overview Video

    • BOND Definitions Video

    • BOND Foundation Bond Selection Video

  • Bond Pricing Framework

    • Bond Pricing

    • Bond Report Position Configuration and Position Keeper

  • Bond Trade Capture

    • Bond Trade Capture Overview

    • BOND Trade Window Overview Video

    • Bond Trade Capture Window Details

    • Bond Trading in the Pricing Sheet

    • BOND Trading Video

  • Bond Reports and Benchmarks

    • Bond Reports

    • BOND Reports Video

    • Bonds Defaults and Benchmarks

    • BOND Benchmarks Video

  • Bond Trade Risk and Corporate Actions

    • Bonds: Calypso WorkStation and Middle Tier

    • Bond Report: Sensitivity

    • Corporate Actions for Bonds