“…We engaged Epsilon to be our strategic partner…. I am happy to say that Epsilon met or exceeded our expectations on this project. We successfully completed the RFP project and selected a system that was right for our business…”

FHLB
Chief Financial Officer

Calypso

IMPLEMENTATION & CONSULTING

Calypso software provides an integrated trading applications platform that manages Financial Service security transactions. It functions as a complete, flexible software that allows for customization into many of the changing needs of todays financial environment. Calypso is one of the world’s most recognizable trading and risk management applications for front to back office transactions for Derivatives, Cross-Assets and Treasuries.

  • OVERVIEW
    • Calypso is used by 34,000 professionals worldwide, 180 institutions
    • Designed as a single cross asset front to back solution including OTC clearing, connectivity, modeling, regulatory compliance, full asset coverage, global CCP coverage.
    • Scalable, innovative, meets changing regulatory and improved ROI demands
    • Flexible open platform enables customers to leverage API’s for integrations and customization workflows
    • Centralizes balance sheet, investment and cash management on one platform
    • Provides enterprise real time view of liquidity, stress testing, scenario analysis, management of investment and portfolios
    • Calypso analytics and analysis can provide full portfolio and drill down perspectives. Trade data captures contains all information for comprehensive analysis
  • Complex solutions for the Derivatives Markets
    • Clients select this software because it:
      • Seamless Front, Middle, Back office and Clearing solution
      • Seamless integration with Collateral
      • Seamless integration with Trading
      • Complete infrastructure
      • Adaptive and designed to improve with changing markets
      • Off shelf hardware
      • Offers rapid integration of new regulations from Dodd Frank, MIFID, Basel 111
      • Accurately reflects all market data
      • Credit liquidity risk
      • Proven to produce fewer errors than existing STP processes
      • Provides full portfolio drill down analytics capability
    • Asset Classes
      • Fixed Income Credit
      • Equities
      • OTC Derivatives
      • Listed derivatives
      • Repo’s
      • Securities Lending
      • Forex
    • Trading System
      • Calculates pricing, Margins, Collateral, Analytics, Risk Management, and simulations
      • Trade Captures, Trade Blotters, Trade Hedges, Credit Curves, Greeks, Cross Asset P&L, Credit Risk Analysis
      • Counterparty and position offsets,
      • Completed Straight thru Processing in the Front Middle and Back office processes
      • Databases and builds reports to risk management function
        • Legal Level Documents Report Generation
    • Calypso Automation Advantage
        • Analytics built into the application and automatically calculates the risk factors.
        • Significant time saving with automated calculations based on Trade Capture information.
        • Capability for full portfolio to drill down perspective on all analytics
        • Integrates with almost all major platforms
        • Technical architecture to do massive amounts of calculations
        • Scalable grid computing architecture
          • Integrates with all standard security master file data
          • Integrates with most major platforms
          • Technical architecture allows for massive amounts of calculation in scalable grid-computing
    • Trade Captures, Trade Blotters, Trade Hedges, Credit Curves, Greeks, Cross Asset P&L, Credit Risk Analysis
    • Counterparty and position offsets
    • Completed Straight thru Processing in the Front Middle and Back office processes
    • Databases and builds reports to risk management function
      • Legal Level Documents Report Generation
  • Liquidity
    • Real Time analysis
  • Functions
    • Intra-day processing
    • End of day processing
    • Margin Call
    • Client Statements
    • Regulatory Reporting
    • SEF Integration

Contact Us

 

 

Epsilon Consulting Services

90 Broad Street, Suite 2003
New York, NY 10004

 

(347) 770-1748

(212) 931-0572

 


 

Careers

 

If you are interested in joining Epsilon’s financial consulting firm in New York City, please visit our Careers page to view jobs and submit a resume for consideration. See our service areas page for specific locations we provide consultations in.