Course Description

Calypso Treasury and Liquidity is an important module in Calypso. It provides the user with the understanding of Calypso Liquidity solutions which are used for monitoring position and risk, their utility and configuration on Calypso.

The Liquidity module provides the tools for viewing current and projected positions and balances. Positions and balances are referenced to as objectives. Position is an accumulation of all the open trades at any moment in time. The position is based on the exposure that you have within a given currency. It is the net effect of all your trades.

At the end of this eLearning manual, you will be able to understand:

  • Role of Treasury function
  • Role of Calypso in Treasury
  • Liquidity Classification
  • Calypso Liquidity Solutions
  • Report Schemes and Objectives
  • Report Configuration and Analysis


The course consists of several modules, including key configuration details, server details, rule,

and scenario definition, use of UI, videos, and assessment.

Course curriculum

  • 1

    Overview of ALM and Treasury

    • ALM & Risk Management Overview
  • 2

    Introduction to Treasury and Liquidity Solutions

    • Role of Treasury Function

    • Introduction to Treasury and Liquidity Solutions

    • Liquidity Classification Demonstration

    • Test Your Understanding
  • 3

    Calypso Liquidity Solutions

    • Calypso Liquidity Solutions
  • 4

    Forward Ladder, Cash Ladder & NII Reports

    • Forward Ladder, Cash Ladder & NII Reports

    • Forward Ladder Reports

    • Test Your Understanding
  • 5

    Context Positions

    • Context Positions

    • Context Positions

    • Test Your Knowledge
  • 6

    Asset Liability Management Analysis

    • Asset Liability Management Analysis

    • Asset Liability Management & Behavioral Assumption

    • Behavioral Assumptions Demonstration

    • Test Your Knowledge
  • 7

    Fund Transfer Pricing (FTP)

    • Fund Transfer Pricing

    • Test Your Knowledge
  • 8

    Appendix

    • Appendix