Course Description
Enterprise Limits, a component of the Calypso Enterprise Risk Solution (ERS) suite, is a cost-effective, efficient solution for limits management across the enterprise. The Calypso Enterprise Limits solution includes both the Market Risk Limits and Credit Risk Limits modules.
Calypso Enterprise Market Risk Limits allows you to set, monitor and manage limits on Positions, P&L, Greeks, Value at Risk, and Stress Scenarios using configurable aggregation hierarchies on attributes such as product, book, currency, country and sector. Trading activity oversight takes place using a configurable dashboard that can be customized to display real-time alerts to the appropriate limits monitoring groups.
The Calypso Enterprise Credit Limits module provides comprehensive solutions for monitoring and managing real-time limits across a variety of risk categories: Settlement Risk, Credit Exposure, Issuer Risk, and Tenor Risk. Calypso Enterprise Credit Limits supports counterparty and netting hierarchies, and has extensive excess management workflow capabilities to ensure that appropriate action is always taken in the event of a limits breach.
The benefits of using Calypso Enterprise Limits include:
Rich desk-level functionality to support decisions on a trade or portfolio basis
Real-time limit control for monitoring and managing risks in counterparty, issuer, market, credit, and other bespoke trading situations
Holistic risk management of limit types on a single application
Exposure consolidation across measures
Geographic, industry, and rating type exposure concentration 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
For Information on purchasing the manual please email [email protected]
Calypso Learning Services
Course curriculum
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Introduction to the Calypso ERS Limits Solution
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Calypso ERS Limits & Compliance Overview
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Introduction to ERS Limits
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ERS Limits Overview Video
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ERS Limits Dashboard Configuration Video
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Credit Risk: Defining and Configuring Limit Measures and Parameters
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ERS Limits Credit Risk Limit Measure Definition
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ERS Limits Credit Exposure Configuration Video
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ERS Limts Configuration and Parameters
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ERS Limits Creating Hierarchies Video
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ERS Limits_ Limit Groups Video
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Market Risk: Tenor Limts and Pricer Measures
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ERS Limits Market Risk and Market Risk Hierarchy
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ERS Limits Measure Validation
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Deal Checks, Violation Management, Workflow, and Lifecycle
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ERS Limits FO Support and Limit Workflow
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ERS Limits Violation Management
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ERS Limits Violations Video
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ERS Limits_ Authorization & Audit Panels Video
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ERS Limits Check Limits Panel Video
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EOD Report Configuration
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ERS Limits EOD Report Configuration
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ERS Limits Configuring Reports Video
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ERS Limits Scheduled Tasks and Batch Jobs Video
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FAQ and Exercises
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ERS Limits FAQs and Exercises
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