Calypso Collateral Management.2019
Calypso Collateral Management.2019
TRANSFORM
Collateral Management
Cross-asset solution for banks, asset managers, CCPs, and more
Collateral management continues to grow in importance as post-financial crisis regulations come into force.
Regulators have increased margin requirements for both bilateral and OTC cleared trades while restricting the
re-hypothecation of pledged collateral. At the same time, utilities, including tri-party services, have taken a
progressively larger role. Manual spreadsheet solutions are no longer enough; firms need a robust, automated
platform with real-time inventory management and utility integration to cope with today’s challenges.
Benefits
www.calypso.com
Configurable Workflows Trade Lifecycle Management
Calypso provides best-practice, standardized workflows Cash and securities operations have full lifecycle support,
out-of-the-box. However, these can be tailored to suit each including:
organization’s requirements using the extensive Calypso • Lifecycle events on repos and securities lending
configuration capabilities, including: • Corporate actions
• Rules-based exception management • Real-time settlement monitoring
• Straight-through-processing (STP) workflows • Collateral allocations
• Configurable workflow filters • Accounting
• Interest and billing
Extensive Messaging Support
The Calypso Collateral Management solution provides a Collateral Optimization
2-way messaging framework that supports: The Calypso Collateral Optimization solution aims to
• SWIFT (ISO 15022 and 20022 formats) minimize the cost of collateral that is delivered. Calypso
• XML uses a flexible framework based on a set of user-
• CSV defined targets and constraints (availability, eligibility,
• HTML concentration limits, etc.) to provide optimal collateral
allocations.
2017
Certified Centralized Real-Time Inventory
Application Calypso provides a single real-time inventory that is
Collateral Management available front-to-back throughout the system for:
• Collateral management
• Repo and securities lending
Utility Connectivity • Settlement processing
Calypso provides interfaces to external utilities specific to • External custodian availability
Collateral Management activity, including:
• AcadiaSoft MarginSphere Future Proof
• triResolve Calypso Collateral is designed to adapt to dynamic market
• DTCC MTU conditions and the ever-changing regulatory environment.
Clients benefit from a solution that delivers immediate
Tri-party Services Integration improvements today and the ability to meet future
The Calypso messaging framework supports tri-party business requirements. Calypso closely monitors industry
activity, including: trends, anticipating and addressing client needs as they
• BNY Mellon, Clearstream, Euroclear, JP Morgan Chase arise.
• SWIFT MT527, MT558, MT569 messages
• Agent allocation validation (valuation, eligibility,
om
haircuts)
• deRivatives • Regulation
TECHNOLOGY RANKINGS