Calypso - Market Risk & Liquidity Solution

The course consists of several modules, for which each module is designed for a specific topic with hands-on exercises. The courses are instructed by Calypso Learning Services’ dedicated staff and members of our Subject Matter Experts’ team. Calypso Standard Reference Model environments are provided to each participant for demonstrations, configurations, and learning exercises.

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

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

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


COURSE DATE:
December 06 - 10, 2021


COURSE FEE:
USD 3,000 (excl. taxes )


COURSE LOCATION:
Virtual Classroom


COURSE LEVEL:
Foundation

PREREQUISITES:
We recommend that you understand Calypso objects, data model, and workflows.

TOPICS INCLUDE

Module 1: Market Risk Overview

  • Overview and Process
  • Market Data and Pricing Environments

Module 2: Report Configuration

  • Analysis Designer
  • Calypso Middle Tier

Module 3: Risk Reporting

  • Calypso Workstation (CWS)
  • On Demand Analysis

Module 4: Calypso Liquidity

  • Liquidity Module Overview
  • Liquidity Classification

Module 5 & 6: Forward Ladder Report

  • Report Overview
  • Cross Asset Report Configuration

Module 7: Context Positions

  • Context Position Configuration
  • Context Position Forward Ladder

Module 8: Cash Ladder & Net Interest Income

  • Cash Ladder Objectives and Schemes
  • Cash Ladder Report Configuration
  • Net Interest Income Configuration

Module 9: Asset Liability Management

  • Asset Liability Gap
  • Behavioral Assumptions

Module 10: Review

  • Desk (Market) Risk
  • Calypso Liquidity Solution