Calypso Front Office Workstation, Official P&L and Risk Management
The one-week course navigates the Calypso user through the framework and capabilities of Calypso’s Front Office and Risk Management applications. The course will first review Pricing Environments, Market Data, and Trade Capture with the Calypso classic trade windows and Calypso Pricing Sheet. Following, the participant will be instructed in the processes of configuring and executing Risk and Profit and Loss reports including On Demand analyses and Official PL. Upon completion of the Front Office and Risk components of the course, the participant will be introduced to the Calypso Front Office Workstation (FOWS). Understanding the Calypso Front Office, Risk, and FOWS applications will provide the user with the knowledge and skills to fully leverage Calypso for Front Office, Trade and Portfolio Risk and P&L Measurement, multi-asset, cross border, with different portfolios and strategies.
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 : learning@calypso.com
Course date
November 28 ─
December 02, 2022
Course Duration
8 Hours per day
Course location
Classroom(In-Person) - Mumbai
Course fee
USD 7,500 (excl. taxes)
Course level
Intermediate
Prerequisites:
Knowledge of Scheduled tasks, Liquidation, Trade booking and Pricing is preferred, but not required.Topics include:
Module 1: Introduction to Front Office
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Pricing Environment
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Market Data – Curves, Volatility Surfaces
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Market Quotes
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Trade Capture – Legacy vs Pricing Sheet
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Hands-On Exercise: Configure a Pricing Parameter Set
Module 2: Asset Classes Overview
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Interest Rate Derivatives -Swaps
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Foreign Exchange – FX Spot, Forward
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Fixed Income – Bonds, Bond Definition
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Hands-On Exercise: Create a Trading Book and book different asset classes
Module 3: Front Office Tools
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Market Data Manager
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Trade Browser
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Trade Blotter
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Scheduled Task
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Hands-On Exercise: Configure a Market data workspace in Market Data Manager
Module 4: Desk Risk
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Analysis Designer - Configuration
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Calypso Middle Tier
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Calypso Reporting – WorkStation
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Sensitivity and Simulation – Risk Reports
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Hands-On Exercise: Configure a Rate Sensitivity Report & an FX Spot Ladder Report
Module 5: Official P&L
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Official PL Process
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Configuration: Analysis Designer
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Official PL Reporting & Explain PL
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Official PL for FOWS
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Hands-On Exercises: Run a PL Report
Module 6: Front Office WorkStation
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Overview
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Components
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View Profiles
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Data Profiles
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Workplan Profiles
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Live PL Server
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Hands-On Exercises: - Workplan configuration
Module 7: Bond Pricing Sheet
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Component Configuration
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Security Position Blotter
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Trade Entry & Trade Blotter
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Hands-On Exercises: Bond Trading Workplan
Module 8: Market Sheet
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Setup Requirements
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Components
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Hands-On Exercises: Setup Market Sheet for IRD trades
Module 9: FX Workstation
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Component Configuration
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FX Pricer
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Hands-On Exercises: FX Trade Capture
Module 10: Live PL
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Live PL: Taylor Methodology
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Ladder PL
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Component Configuration
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Workplan Profiles and PL Servers
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Hands-On Exercises: FOWS Live PL use
"TCS is delighted to be an Certified Implementation Partner for Nasdaq Calypso & Nasdaq AxiomSL. We look forward to combining our deep domain knowledge of the capital markets and advisory-led approach with Nasdaq’s industry-leading capabilities and solutions to provide top-notch service to our clients."
"To be appointed as an Certified Implementation Partner for Nasdaq Calypso & Nasdaq AxiomSL is a testimony to our more than eight years of collaboration. This will spur our company to break new ground, implementing the Calypso Treasury solution beyond Africa."
"Quinnox is thrilled to be an Certified Implementation Partner for Nasdaq Calypso & Nasdaq AxiomSL. Our long-standing collaboration focuses on delivering top-notch solutions for financial institutions, emphasizing value, and fostering sustainable growth. With almost two decades of partnership, we're eager to continue our journey of innovation and transformation with Nasdaq."
"To be an Certified Implementation Partner for Nasdaq Calypso & Nasdaq AxiomSL is to embody a commitment to exceptional expertise, unwavering dedication to client success, and a profound understanding of cutting-edge solutions. It's about providing seamless, tailored implementations that empower businesses to thrive in an ever-evolving digital landscape in the financial sector. It also signifies Exadel’s dedication to delivering excellence and equipping organizations with the full potential of Nasdaq's advanced solutions."
"We've been Nasdaq partners since 2012 and look forward to the next chapter of this journey. The recognition as a trusted Certified Implementation Partner program means a lot to us. We are committed to delivering to the highest standards for Nasdaq Calypso and AxiomSL product lines."
"It was an informative and compact training program. Ram covered all the areas of the course brilliantly. Also had the opportunity to discuss queries on the go, those were answered promptly.
All the topics were just great, I found it all right. I am sure the practice sessions in training would help the team put them to use in future projects"