Calypso Collateral Management

This course provides an in-depth understanding of the Calypso Collateral Management . The course covers the Collateral Manager, Margin Call contract setup, Collateral workflow and dispute resolution process. The course also covers collateral exposure trades to bring in external positions, interest bearing account setup and the Collateral Optimization process. Each session is exercise based and encourages extensive hands-on practice with assignments during the course. The course is a mixture of instructor-led presentations, demonstrations, and hands-on exercises.

The training will be a virtual instructor led training and each attendee will be provided with access to unique instance of cloud-based Calypso environments.

Each participant will receive access to Calypso Learning Service eLearning portal to access training material, slides, and course exercises.

For registration or enrollment details, please email: calypso.education@adenza.com

Course date

14 - 17 February, 2023

Course Duration

4 Hours per day

Course location

Virtual Classroom

Course fee

USD 5,000 (excl. taxes)

Course level

Foundation

Knowledge of legal entity setup, trading books, and static data is preferred, but not required.

Topics Include

Module 1: Collateral Management Overview

► Margin Call Configuration
► Collateral Manager

Module 2: Agreement Setup

► Margin Config Window
► Haircuts
► Cash & Security allocation
► Hands-On Exercises: Create a CSA agreement between newly created Legal Entities

Module 3: Collateral Workflow

► Workflow processing
► Collateral Workflow
► Message/Transfer Workflow
► Generate Margin Calls
► Hands-On Exercises: Generate cash margin call allocations

Module 4: Collateral Exposure

► Collateral Context configuration
► Collateral Exposure Trades
► Hands-On Exercises: Create new Collateral Exposure Trades to impact Margin Call amount

Module 5: Interest Bearing

► Interest Bearing configuration
► Defining Accounts
► Generating Account Interest
► Hands-On Exercises: Generate interest for Margin Call balances

Module 6: Optimization

► Collateral Optimizer configuration
► Configuring targets & constraints
► Optimization process
► Hands-On Exercises: Generate collateral allocation based on optimization configuration

Module 7: Reporting Framework

► Collateral Report Generation
► Scheduling Reports
► Hands-On Exercises: Define Reports and Save Templates

“Despite having spent quite a few years as a Calypso developer, I still got a lot out of this training. It was enlightening and helped us delve deeper into some exciting details about Calypso. I would like to emphasize the excellent didactics with practical and objective exercises. Undoubtedly, I improved my analytical perception of operations and lifecycles. The Getting Started with Calypso module definitely provides a satisfactory roadmap.”

Samuel L.

Exadel Financial Services (formerly CPQi)

“What an amazing week it was! The course covered an introduction to Calypso architecture, and dived into details of static data setup, workflow, and trade lifecycles, including pricing environments. I would like to express my thanks to everybody from Adenza for this opportunity and teaching me a lot of important things for my work routine.”

Marcelo Y.

Mark2Market (Qaracter)

“The training was enriching and a very well designed program. There was a new theme each day, with a series of exercise adapted to each theme. The trainers Nima and Dominic were professional and attentive. They gave ample amount of time to each participant. They provided a simple explanation, illustrated with examples in calypso. The quiz at the end of each day, was helpful to test our skills ‘’

ExpertEase Partners