The Calypso Enterprise (ERS) Compliance solution is designed for investment policy management and compliance monitoring.
Cost-effective and efficient, the Calypso Enterprise Compliance solution enables you to set, moni-tor, and manage the investment rules that define your permitted investments according to attributes such as currency, issuer, sector or product.
The Concentration Limits features allows you to set limits on how much risk exposure can come from a single source using the same attributes as you use for the investment rules. The Risk Limits feature takes the outputs from the Market Risk’s Sensi-tivity and MultiSensitivity Analyses and allows you to set limits on the market risk exposure.
Trading oversight activities are performed using a configurable dashboard that can be customized to display real-time alerts for the appropriate limits monitoring groups.
The benefits of using the Calypso Enterprise Limits solution include:
Rich desk-level functionality to support decisions on a trade or portfolio basis
Real-time limit control for monitoring and managing investment policies by counterparty, issuer, market, and other attributes
Holistic compliance management of investment policies within a single application
Exposure consolidation across measures
Geographic, industry, and rating type exposure concentration management in real-time
Enterprise limits defined at any level – trader, desk, book, entity and by currency, product/group, or source system
Controllable transparency adhering to a “four-eyes” principle
On-demand reporting for standard and user-specific reports
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