Course Description

This course introduces participants to Calypso's Collateral Management Module. The course reviews collateral practices as they are used in cleared and bilateral trading across all product classes and is intended to enable users to form a deep understanding of the configuration and use of Calypso’s Collateral Management capabilities.

The Benefits of Calypso's Collateral Management Solution are:

  1. Full Collateral Management, integrated or standalone, for OTC and cleared transactions
  2. Collateral Dashboard & Reporting
  3. Collateral Optimization
  4. Contract Management
  5. Full integration to Calypso cross-asset back office
  6. Third-party interfaces

Course curriculum

  • 1

    Collateral Management Overview

    • Introduction

    • Collateral Overview

    • Margin Call Agreement and Managing Contracts

    • Working with Calypso Collateral Manager
  • 2

    Loading and Pricing Contracts

    • Loading and Pricing Contracts
  • 3

    Margin Call Agreements

    • Introduction and Parties Tab

    • Details, Dates & Times, Eligibility

    • Concentration Limits

    • Margin Call Agreement Summary
  • 4

    Collateral Workflow

    • Introduction and Workflow

    • Collateral Workflow, Notifications and Task Station
  • 5

    Collateral Exposure

    • Introduction

    • Collateral Context

    • Collateral Exposure Summary
  • 6

    Exposures, Reconciliations and Allocation

    • Introduction

    • Reconciliation

    • Trade & Contract Level Disputes
  • 7

    Collateral Optimization

    • Introduction

    • Configuring Optimization

    • Configuring Targets

    • Substitution and Constraints

    • Optimization Process

    • Optimization Summary
  • 8

    Collateral Manager Reports

    • Introduction
  • 9

    Interest Bearing

    • Introduction

    • Generating Account Interest

    • Transferring Interest and Withholding Tax
  • 10

    Cover Distribution -Clearing Member Configuration

    • Introduction

    • Cover Distribution Optimization

    • Liability Group Configuration

    • Cover Distribution Manager
  • 11

    Course Exercise

    • Course Exercise
  • 12

    Appendix

    • Collateral Training Contract