Calypso for Equities and Equity Derivatives
Global markets continue to evolve in response to advances in technology and the increased demands of market regulation. It is critical in todays’ environment that traders and risk managers are able to analyze risk and P&L both cross-asset and cross-border in real time to ascertain their exposures to the various markets. This set of sophisticated requirements require a robust and scalable technology to manage portfolios in real-time.
The Calypso Equity Derivatives solution is a richly featured component of the Calypso cross-asset application fully integrated from front-to-back, leveraging our proven back office system with comprehensive risk management functionality.
To ensure that the present and future business needs of customers are addressed, Calypso continues to make significant investments in equity derivatives development by working in close partnership with our customers. The openness and reliability of the Calypso architecture supports all equity derivative strategies — from out-of-the-box vanilla products to hybrid and complex structuring.
The simplicity and reliability of the Calypso Risk architecture ensures that risk measure and P&L management is available for all the product types that Calypso supports. The methodology incorporates the same pricing models and market data used throughout the Calypso Front Office platform for full cross-application consistency. To ensure that the present and future business needs of customers are addressed, Calypso continues to make significant investments in Risk and P&L development by working in close partnership with our client.
The Benefits of the Calypso Equity and EQD Solution include:
• Wide EQD product coverage including specific EQD market data coverage
• EQD product trade capture: Exchange-Traded Futures and Options coverage (equity, index, dividend, volatility)
• OTC EQD Products including Dividend, Variance, Correlation, and Equity Swaps
• Equity Structured products
• Comprehensive cross-asset risk measurement
• Integrated component level analytics framework
• Bulk market data support (Bloomberg)
• Fully integrated P&L
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