About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Calypso Adds Portfolio and Risk Management Functionality to Trading Platform

Subscribe to our newsletter

Calypso Technology has extended its trading and collateral optimisation platform with the integration of real-time portfolio and risk management functionality. The integration aims to support growing numbers of investment managers trading both derivatives and cash securities.

The complete solution, Portfolio Workstation, builds on existing Calypso capabilities in areas such as pricing and position keeping to provide a multi-asset real-time command centre that allows portfolio managers to monitor position values and risks, initiate trades and rebalance portfolios. It also calculates realised and unrealised gains and losses, and allows managers to select custom benchmarks for performance measurement and error tracking.

Sylvain Privat, director of product management at Calypso, explains: “Portfolio Workstation includes all the information that is needed to make decisions and streamline objectives. Using the software, managers can coordinate orders in an automated and controlled way and then send them to market.”

As well as allowing portfolio managers relatively easy access to risk and portfolio data that is integrated with Calypso’s trading and collateral optimisation platform, the real-time nature of Portfolio Workstation allows market data and corporate actions data to be integrated, in turn allowing investment managers to use the software as an investment book of record. The software also supports Dodd-Frank and EMIR regulatory requirements around pricing trades and estimating margin calls.

Portfolio Workstation is available immediately and has been in beta test with three Calypso clients that plan to go live with the software in the first quarter of 2016. The next developments of the software from a product perspective include the automation of risk balancing and hedging processes.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

What an Actimize Sale Might Mean for Surveillance and FinCrime Technology

When news emerged that NICE is preparing to sell its Actimize division – long regarded as one of the most established full-stack platforms for financial crime, fraud, and surveillance – the immediate headlines focused on valuation. With reports suggesting a price in the range of US$1.5–2 billion, the deal would be one of the RegTech...

EVENT

AI in Capital Markets Summit London

Now in its 3rd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.

GUIDE

Fatca – Getting to Grips with the Challenge Ahead

The industry breathed a sigh of relief when the deadline for reporting under the US Foreign Account Tax Compliance Act (Fatca) was pushed back to July 1, 2014. But what’s starting to look like perhaps the most significant regulation of the next 12 months may start to impact our marketplace sooner than we think, especially...