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

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 infrastructure can take months and absorb significant budget before a single model is tested. At the...

BLOG

When 1% Breaks the Fund: The Sanctions Contagion Facing ETF Issuers

Roy Kirby, Head of Core Products at SIX Group, has spent the past four years watching sanctions transform from episodic geopolitical tools into a structural feature of market risk. In sharing insights with RegTech Insight, he sets out how the acceleration and layering of sanctions since 2022 are reshaping compliance obligations for ETF issuers and,...

EVENT

Eagle Alpha Alternative Data Conference, Fall, New York, hosted by A-Team Group

Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...