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 in-person 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: CalypsoEducation@nasdaq.com
Course date
23-27 September, 2024
Course duration
8 Hours per day
Course location
London
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
“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.”
“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 the Learning Services team for this opportunity and teaching me a lot of important things for my work routine.”
“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 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 ‘’