Front-to-Back Implementation
Calypso front and back office: products, workflows, market data, accounting, SWIFT messaging and trade feeds.
Treasury Systems Consulting
Enterprise Treasury
Systems & Strategy.
Calypso and treasury-systems consulting for banks and corporates: front-to-back implementation, market risk, upgrades and migrations, and the projects that need rescuing.
01 / Capabilities
Front to back, first workshop to go-live.
Market Risk
ERS VaR, scenarios, back-testing, hypothetical P&L, model validation and sensitivities such as PV01.
Upgrades & Migrations
Version upgrades (for example V16 to V17), regression testing, CATT test automation and system migrations.
Solution Design
Business workshops, BRD and BRS documentation, and solution designs taken through to business sign-off.
Project Management & Rescue
Agile delivery, SOW estimation, and recovering projects that have stalled or lost the business's confidence.
Health Checks & Audits
Independent system review and audit of Calypso and Murex installations.
Regulatory & Reporting
Regulatory and tax reports, Official P&L, and downstream feeds to tools such as Power BI.
02 / Fixed-Scope Engagements
Defined scope, defined outcome.
Each engagement starts with an agreed scope and a definition of done. Pricing is on request, quoted against the outcome.
Calypso Health Check
A structured review of your Calypso installation (configuration, workflows, scheduled tasks, reporting and risk set-up) delivered as a prioritised list of findings and fixes.
Price on requestRequest a brief: Calypso Health Check
Upgrade Regression Pack
CATT set up with test cases specific to your trades, workflows and reports, so a version upgrade is verified against your own business before it goes live.
Price on requestRequest a brief: Upgrade Regression Pack
ERS VaR Model Validation
Independent validation of ERS VaR (scenarios, back-testing and recalculation) so your risk team can stand behind the numbers Calypso produces.
Price on requestRequest a brief: ERS VaR Model Validation
Project Rescue
For projects that have stalled or lost the business's confidence: diagnose what went wrong, re-plan with the business, and deliver front to back.
Price on requestRequest a brief: Project Rescue
Managed Calypso Support
Ongoing support for your Calypso environment on an agreed monthly scope: day-to-day fixes, configuration changes and release support, in working hours aligned with Europe.
Price on requestRequest a brief: Managed Calypso Support
03 / Platforms & Products
Core System Exposure
- Calypso (V9–V17)
- Murex
- Sophis
- Smart-Trade
- Swapswire
Also supported
- Front Arena
- Orchestrade
Products
- FX & FX Options
- Derivatives
- Fixed Income
- Money Market
- Commodities
- Freight, Power & CO2
- Equity
- Structured
Tooling
- SQL
- VBA
- Python
- MATLAB
- SAS
- C#
Serving clients in the UK, Europe, the Middle East, Africa, Australia and New Zealand
Precision is the only metric of success in Treasury.
Tell us about your system, your timeline and what done looks like.