Course Description

Efficient Management of Loans and Deposits

Global markets for supplying and managing liquidity continue to evolve in the face of regulatory and technological change. Firms need robust, flexible tools for capturing information on simple to complex loans and deposits, which are part of financing strategies. Firms seeking to increase revenue through client service differentiation require tools to manage flows from lending/borrowing activities to avoid the erosion of margins—but as part of portfolio management. Many legacy systems are often in silos and do not cover money market, security finance and fixed income products in one platform, silos of cross-asset position, connectivity to disparate platforms, risk and P&L management, or STP in a single back office environment. Globally, liquidity management has become a market based on advanced technology, requiring an organization’s liquidity management to run on an advanced solution.

The Benefits of Using Calypso’s Structured Flows

• Simple user interfaces for easy setup of simple to complex loans
• Cashflow reporting and reconventioning in one view
• Flexible methodology for finding loan rates based on capital costs and markups
• Fully integrated with Calypso’s risk management and liquidity management tools
• Fully integrated with Calypso’s robust front-to-back office platform

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Course curriculum

  • Structured Flows Overview

    • Structured Flows Loans and Deposits Overview

  • Structured Flow Pricing and Trade Capture

    • Structured Flows Introduction and Fixed Rate Flows

    • Structured Flows Customized Fixed Rate Flows

    • Structured Flows Floating Rate Loans

    • Structured Flows Mortgage Loans

    • Structured Flows Exotic Structures

  • Structured Flow Rates

    • Structured Flows Rate Configuration

    • Structured Flows Defining Hypersurfaces

    • Structured Flows Defining Market Measure Markups and Templates

    • Structured Flows Generating a Hypersurface

    • Structured Flows Shifting and Interpolating Hyperspaces

    • Structured Flows Pricing with a Hypersurfaces

  • Advanced Trade Entry

    • Structured Flows Advanced Trade Entry

    • Structured Flows Notional Changes

    • Structured Flows Trade Reconventions

  • Structured Flows in the Pricing Sheet

    • Structured Flows and the Pricing Sheet Overview

    • Structured Flows and the Pricing Sheet #2