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Calypso Treasury – Credit & Counterparty Risk Module from Calypso Technology (Adenza)
Provides enterprise-level counterparty exposure management, real-time credit risk analytics, automated workflows, collateral, and limit monitoring capabilities in corporate treasury.
More about Calypso Technology (Adenza)
Product analysis by function
Counterparty Risk Assessment Tools for Risk Management
Systems that evaluate and monitor credit risk of financial counterparties, setting and tracking exposure limits and providing early warning indicators.
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Data Integration & Aggregation
(6 Yes /6 Known /7 Possible features)
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ERP Integration Ability to connect with enterprise resource planning systems for enrichment with transactional and master data. |
Calypso integrates with ERP systems, as indicated by its support for enterprise data and enrichment with transactional/master data per product documentation. | |
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Bank Connectivity Direct integration with multiple banking platforms to fetch real-time account and transaction data. |
The product provides connectivity to multiple banking platforms for cash and risk analytics. | |
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Market Data Feeds Automated import of live or historical market data (credit spreads, ratings, CDS, etc.) from external providers. |
Supports live and historical market data feeds, as treasury risk models require market data (credit spreads, ratings, CDS, etc.). | |
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File Import Capability Import of data from CSV, Excel, XML, or other formats for manual updates or data migration. |
Manual import of CSV, Excel and other formats is common per Adenza documentation for data migration. | |
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APIs for Custom Data Sources REST or SOAP API endpoints to connect to proprietary or bespoke data sources. |
REST and SOAP APIs available for integration, a stated feature in Adenza's Calypso integration guides. | |
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Automated Data Refresh Rate Frequency with which external and internal sources update within the system. |
No information available | |
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Data Mapping and Transformation Tools Ability to reconcile and standardize data from diverse formats and structures. |
Product provides mapping tools for onboarding/enriching external and internal data, a core part of its integration layer. |
Risk Metrics and Models
(9 Yes /9 Known /10 Possible features)
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Credit Exposure Calculation Calculates current and potential future exposures for individual and aggregated counterparties. |
Current and potential future counterparty exposures are core risk outputs. | |
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Probability of Default (PD) Incorporation or calculation of PD based on internal or third-party methodologies. |
Probability of Default (PD) is included in credit analytics and risk models documented for Calypso Treasury Risk. | |
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Loss Given Default (LGD) Determination of expected loss if a counterparty defaults. |
Calculation of Loss Given Default (LGD) is described in the credit risk module overviews. | |
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Expected Exposure (EE) Modeling Computation of expected exposure profiles over different time horizons. |
Expected Exposure (EE) modeling is included as a standard risk analytics feature. | |
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Wrong-Way Risk Analysis Identification of risk scenarios where exposure increases as counterparty credit quality deteriorates. |
Wrong-way risk analysis is explicitly mentioned in advanced risk scenario analysis in product brochures. | |
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Concentration Risk Measurement Assessment of risk exposure based on industry, geography, or other dimensions. |
Concentration risk calculation by sector, geography, and entity is a supported metric for limit and exposure reporting. | |
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Stress Testing and Scenario Analysis Ability to simulate the impact of adverse events or macroeconomic shocks on counterparty risk metrics. |
Provides stress testing and scenario analysis tools tailored to counterparty risk. | |
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Custom Risk Modeling Configuration or development of bespoke risk factor models. |
Bespoke/custom risk model configuration is a key differentiator in Calypso’s risk platform. | |
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Monte Carlo Simulation Support Utilization of Monte Carlo simulations for assessing potential exposures. |
Monte Carlo simulation is used for exposure, credit, and collateral scenarios. | |
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Time to Compute Exposure Metrics Average system time to recalculate exposure metrics after new data ingestion. |
No information available |
Real-Time Monitoring & Alerts
(5 Yes /5 Known /7 Possible features)
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Dashboard for Risk Overview Real-time visual dashboards summarizing exposure, risk concentrations, and breaches. |
Dashboards with real-time visualizations are a standard part of Calypso risk monitoring. | |
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Customizable Alert Rules User-defined thresholds for financial, market, or credit events triggering alerts. |
Customizable alerting for thresholds and breach monitoring is a promoted feature. | |
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Automated Email/SMS Notifications Immediate notification to stakeholders on risk limit breaches or significant events. |
Automated notifications by email and (optionally) SMS for breaches and workflow events. | |
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Intraday Risk Updates Frequency at which the risk status is refreshed and checked for exceptions. |
No information available | |
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Severity-based Escalation Workflow Escalation paths for critical alerts based on event severity. |
No information available | |
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Historical Alert Log Maintains a time-stamped archive of all generated alerts and events. |
Historical alert/event archiving included in Calypso’s compliance and monitoring suite. | |
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Mobile App Access Availability of monitoring and alert features via a secure mobile app. |
Mobile web and app access for monitoring and approval workflows is supported per Adenza’s product sheets. |
Credit Limit Management
(7 Yes /7 Known /8 Possible features)
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Limit Assignment and Approval Workflow Configurable process for setting, reviewing, and approving credit limits by hierarchy. |
Limit assignment and approval, including workflows and hierarchies, described in product documentation. | |
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Real-Time Limit Utilization Tracking Immediate monitoring of available, used, and breached limits. |
Real-time tracking of limit utilization/breaches is a key real-time control. | |
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Automatic Limit Recalculation Adjustment capabilities based on changing exposures or market conditions. |
Automatic recalculation of limits in response to exposures and events part of the engine. | |
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Limit Breach Controls Blocking or warning mechanisms for new transactions breaching set limits. |
Blocking/warning mechanisms for breach control described as workflow options. | |
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Multi-Currency Limit Support Ability to handle and aggregate limits in different currencies. |
Multi-currency capabilities are explicitly supported, including FX conversion and aggregation. | |
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Limit Usage Reporting Frequency The system's interval for updating and reporting on limit usage. |
No information available | |
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Historical Limit Utilization Record Archival of credit limit changes and utilizations for audit purposes. |
Historical limit data is archived for audit and review purposes. | |
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Bulk Limit Update Capability Ability to update limits for multiple counterparties by batch processes. |
Bulk update of limits is supported through batch processes, including via the UI and import tools. |
Counterparty Onboarding & Maintenance
(7 Yes /7 Known /7 Possible features)
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Digital Onboarding Workflow Guided input and approval steps for adding new counterparties. |
Workflow for digital onboarding of new counterparties is described in module capabilities. | |
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Automated KYC/AML Screening Screening processes for regulatory compliance checks during onboarding and review. |
Automated onboarding KYC/AML functionality is provided and referenced in solution overviews. | |
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Document Management Secure collection and storage of counterparty documentation (contracts, risk assessments, financials, etc.). |
Document management (secure storage and audit) is highlighted for onboarding and compliance. | |
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Periodic Review Scheduling Automated reminders and workflows for scheduled risk assessment reviews. |
Automated review scheduling for periodic credit/risk reviews is available. | |
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Custom Data Fields Ability to add unique data attributes specific to corporate policy needs. |
System supports custom data attributes for counterparties and risk objects. | |
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Bulk Data Maintenance Ability to update, merge, and clean large counterparty databases efficiently. |
Bulk update and maintenance tools described for large-scale data operations. | |
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Audit Trail for Counterparty Changes Comprehensive logs of all updates, reviews, and approvals for each counterparty. |
Comprehensive audit trails for all counterparty changes are a compliance feature. |
Reporting & Analytics
(6 Yes /6 Known /7 Possible features)
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Pre-built Risk Reports Library of standard regulatory, credit, and management reports. |
Standard, regulatory, and management risk reports are included. | |
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Custom Report Builder Flexible tools that allow users to select fields, metrics, and filters for custom output. |
Custom report builder and analytics design tools are part of the reporting module. | |
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Interactive Visualization Tools Dashboards, heatmaps, and graphical analytics of exposure and risk. |
Interactive dashboards, visualisation, and drilldown are featured and demoed regularly. | |
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Scheduled Report Distribution Automated delivery of reports to designated recipients at set intervals. |
Scheduling and automated report distribution are available within reporting workflows. | |
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Export to File Formats Support for exporting reports to Excel, PDF, CSV, and other formats. |
Exports to Excel, PDF, CSV, and other formats are advertised in feature documents. | |
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Ad Hoc Query Response Time Average time to process user-defined report queries. |
No information available | |
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Drill-down Capabilities Ability to view detailed transactional or entity-level data from summary reports. |
Drill-down to transaction/entity level possible from dashboards and reports. |
User Access & Permissions
(5 Yes /5 Known /6 Possible features)
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Role-Based Access Controls (RBAC) Assignment of permissions based on job roles, ensuring users only access required data and functions. |
RBAC with role-based permissions and restriction is a standard enterprise security feature. | |
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Single Sign-On (SSO) Integration with enterprise identity management for seamless authentication. |
Single Sign-On support is included and integrates with common IDaaS. | |
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Granular Permission Settings Ability to segregate duties (view, edit, approve, etc.) at a field, report, or transaction level. |
Permissions configuration can be set at fine-grained levels according to documentation. | |
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User Activity Logging Detailed tracking of user actions within the system for audit and security. |
User activity/event logging with auditability is mandatory for regulated users and implemented in Calypso. | |
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Concurrent User Sessions Supported Number of simultaneous logged-in users supported by the system. |
No information available | |
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Two-Factor Authentication (2FA) Security measure requiring a secondary validation method for access. |
Two-factor / multi-factor authentication is supported and recommended for access. |
Compliance & Regulatory Support
(6 Yes /6 Known /6 Possible features)
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Regulatory Reporting Templates Provision of regulatory-compliant templates (e.g., EMIR, Dodd-Frank). |
Regulatory reporting templates for EMIR, Dodd-Frank, etc., are included in risk and compliance modules. | |
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Audit Trail Capabilities Extensive, immutable logs to support regulatory and internal audits. |
Audit trail capabilities are a mandatory feature for regulatory compliance. | |
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Policy Enforcement Engine Configurable enforcement of internal risk and compliance rules. |
Policy enforcement (risk/compliance) rules can be configured through business logic manager. | |
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Documented Validation Processes In-system workflows and logs for required risk assessment validation. |
Validation workflow and logging for risk assessment is available. | |
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Regulatory Change Notification Alerts and updates on relevant regulatory changes impacting counterparty risk. |
Regulatory change notifications are often provided, but may require additional regulatory update service subscription. | |
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Retention Period Configuration Ability to set and manage data retention per jurisdictional requirements. |
Retention periods for data can be configured for jurisdictional compliance. |
System Performance & Scalability
(1 Yes /1 Known /6 Possible features)
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System Uptime SLA Guaranteed percentage uptime as per service level agreement. |
No information available | |
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Maximum Supported Counterparties System's capacity for managing distinct counterparty entities. |
No information available | |
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Peak Transaction Throughput Maximum rate at which transactions can be processed. |
No information available | |
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Data Storage Scalability Ability to scale data storage seamlessly as volume grows. |
Platform is designed for cloud or on-prem elastic scaling; data storage (DB, big data lakes) auto-scale. | |
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Disaster Recovery RTO Recovery Time Objective in the event of system downtime. |
No information available | |
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Latency of Core Operations Typical end-to-end time for risk calculations or limit checks. |
No information available |
Implementation, Support & Upgrades
(5 Yes /5 Known /7 Possible features)
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Implementation Time Average rollout duration from contract to live operation. |
No information available | |
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Dedicated Customer Support Access to specialized support teams for issue resolution and inquiries. |
Calypso support includes dedicated technical/customer support teams. | |
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Online Help Resources Documentation, FAQs, and how-to guides accessible digitally. |
Comprehensive online help resources documented on the vendor’s site and user portals. | |
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Training Programs Provision of onboarding and advanced skills courses for users. |
Product training offerings are available for onboarding and advanced usage. | |
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Software Upgrade Frequency Typical frequency for minor and major product enhancements. |
No information available | |
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Customization Services Availability of vendor-driven customization to meet bespoke needs. |
Vendor-driven customization (bespoke configuration/build) is available. | |
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Community and User Forums Channels for user-to-user knowledge sharing and best practices. |
User forums, knowledge sharing, and community resources are part of the Calypso ecosystem. |
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