Course Description

The principal component of the Calypso Asset Management Solution, the Portfolio Workstation, analyzes portfolio performance and risk standalone or against the market standard and/or custom benchmark measurements. 


The architecture of the Calypso Asset Management solution ensures that performance measurement and risk management is available for all the product types that Calypso supports as the valuation methodology uses the same pricing models and market data incorporated in both the Calypso Front Office and Official P&L solutions for full cross-application consistency.  

 

The benefits and functionalities of the Calypso Asset Management Solution described in this course include: 

  • The Portfolio Workstation: the primary window from which the manager displays their portfolio risk and performance such as Benchmark Risk, Multi-risk, Currency Exposure analyses and/or Performance Measurement. 

 

Participants will gain hands-on experience defining analyses for different types of asset management reporting and benchmarking, configuring the results in the Calypso  Portfolio Workstation. 


Understanding the Calypso Asset Management process will provide the user with the knowledge and skills to fully leverage Calypso for Asset Management and Portfolio Measurement: multi-asset, cross-border, and with different portfolios, mandates, and/or strategies. 

Calypso Learning Services

Course curriculum

  • 1

    Portfolio Worksation

    • Asset Management :Introduction to the Portfolio Workstation

    • Test Your Knowledge
  • 2

    Portfolio Workstation Reports

    • Overview : Portfolio Workstation reports

    • Official PL & Marks Analysis

    • Benchmark Risk Analysis

    • Investment Indicator Risk Analysis

    • LookThrough Analysis

    • Currency Exposure Analysis

    • Active Analysis

    • Performance Measurement Analysis

    • Parametric VaR and Tracking Error Reporting

    • Test Your Knowledge