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

Recorded Webinar: Unlocking Transparency in Private Markets: Data-Driven Strategies in Asset Management

As asset managers continue to increase their allocations in private assets, the demand for greater transparency, risk oversight, and operational efficiency is growing rapidly. Managing private markets data presents its own set of unique challenges due to a lack of transparency, disparate sources and lack of standardization. Without reliable access, your firm may face inefficiencies,...

BLOG

CFTC File Format Change to Impact Futures Data Management Teams

For futures commission merchants, clearing members, proprietary trading firms, and banks with material futures and options exposure, the transition of CFTC Part 17 Large Trader Reporting to FIX Markup Language (FIXML) is a test of data management maturity. This change directly affects firms responsible for aggregating, validating, and submitting large trader position data, often across...

EVENT

Data Management Summit London

Now in its 16th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

Valuations – Toward On-Demand Evaluated Pricing

Risk and regulatory imperatives are demanding access to the latest portfolio information, placing new pressures on the pricing and valuation function. And the front office increasingly wants up-to-date valuations of hard-to-price securities. These developments are driving a push toward on-demand evaluated pricing capabilities, with pricing teams seeking to provide access to valuations at higher frequency...