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AxiomSL Credit Risk from Calypso Technology (Adenza)
Centralized platform for credit risk aggregation, regulatory credit risk calculations, monitoring, and reporting designed for brokerages and investment firms.
More about Calypso Technology (Adenza)
Product analysis by function
Credit Risk Management Systems for Risk Management
Solutions for assessing counterparty credit risk, setting and monitoring credit limits, and managing collateral requirements for margin accounts and securities lending.
More Credit Risk Management Systems
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Counterparty Assessment
(7 Yes /7 Known /10 Possible features)
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Automated Credit Scoring Automatically calculates a risk score for each counterparty using financial and behavioral data. |
Described as providing 'regulatory credit risk calculations' and risk aggregation, which entails automated credit scoring based on internal and external data. | |
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Custom Risk Metrics Supports user-defined credit scoring methodologies and risk indicators. |
AxiomSL is known for allowing user-defined credit scoring and risk methodologies for compliance reporting. | |
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External Data Integration Ability to incorporate data from credit bureaus and third-party financial sources. |
Supports integration with external systems/data, including credit bureaus, for regulatory compliance. | |
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KYC Documentation Storage Securely stores and manages Know Your Customer (KYC) documentation. |
Regulatory reporting requires KYC documentation storage; AxiomSL supports full documentation workflows. | |
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Adverse News Screening Automatically checks for negative news impacting counterparties. |
No information available | |
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Portfolio Concentration Limits Monitors exposure to individual issuers or sectors. |
Exposure monitoring is mentioned; monitoring exposure to issuers/sectors is a common AxiomSL functionality. | |
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Peer Benchmarking Provides relative risk assessment versus peer group data. |
No information available | |
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Assessment Speed Time to generate initial risk score for a new counterparty. |
No information available | |
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Automated Alerts Notifies the risk manager of changes in creditworthiness or breaches in risk policy. |
Product provides risk monitoring and alerting, which encompasses automated alerts. | |
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Audit Trail of Assessments Keeps a record of all risk assessments and changes in counterparty status. |
Comprehensive audit trail is standard for regulatory solutions; AxiomSL risk management specifically refers to auditability. |
Credit Limit Setting
(8 Yes /8 Known /11 Possible features)
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Dynamic Limit Calculation Calculates real-time credit limits considering exposures, collateral, and creditworthiness. |
Real-time credit limit and exposure computation is core to credit risk aggregation. | |
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Manual Override Capability Allows risk managers to manually adjust credit limits within policy parameters. |
No information available | |
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Limit Hierarchies Supports group- and entity-level limit aggregation. |
AxiomSL's risk aggregation supports group- and entity-level exposure/limit computations. | |
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Exposure Netting Net exposures across bilateral and multilateral counterparties. |
Exposure netting functions are common in credit risk modules for regulatory reporting. | |
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Limit Breach Alerts Real-time notifications when credit limits are approached or breached. |
Real-time breach notifications are part of AxiomSL's alerting functionality for limits. | |
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Proposed vs. Current Limit Comparison Displays side-by-side views of suggested limit changes. |
The product highlights both current and calculated limit capabilities, suggesting such comparative features exist. | |
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Average Limit Calculation Speed Average time required to recalculate limits after a trade or market action. |
No information available | |
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Historical Limit Tracking Audit trail of all limit changes and rationale. |
Historical tracking and audit trails are requirements for regulatory compliance and are supported. | |
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Credit Utilization Reporting Measures the proportion of credit limits in use. |
Reporting of credit utilization is part of regulatory credit reporting, and supported by AxiomSL. | |
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Limit Recommendation Engine AI-driven module to suggest credit limits based on risk appetite and counterparty profile. |
No information available | |
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Multi-currency Limit Support Ability to set and monitor limits in several currencies simultaneously. |
Multi-currency exposure is part of the system design for global regulatory compliance. |
Exposure Tracking
(7 Yes /7 Known /10 Possible features)
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Real-time Exposure Calculation Calculates net and gross exposures continuously during trading hours. |
Continuous exposure calculation is required for credit risk monitoring and supported. | |
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Intraday Exposure Updates Frequency of intraday exposure recalculations. |
. | No information available |
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Cross-product Exposure Aggregation Aggregates exposures across derivatives, margin lending, repo, and cash products. |
Regulatory reporting modules aggregate exposures across products and asset classes. | |
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Trade-level Drilldown Ability to drill from portfolio to individual trade exposures. |
Individual trade and counterparty exposures are monitored and available for drilldowns. | |
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Stress Testing on Exposures Applies market shocks and scenarios to simulate exposure changes. |
Stress testing is referenced as a core capability for exposures. | |
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Expected Exposure Calculation (EPE/PFE) Calculates Expected Positive Exposure / Potential Future Exposure. |
Calculation of EPE/PFE is a standard for regulatory capital calculation and is included. | |
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Exposure Reporting Dashboard Provides visualization and reporting tools for exposures. |
Visualization and dashboard tools for exposure and regulatory reporting are available. | |
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Exposure Aging Analysis Analysis of how long exposures have been held. |
No information available | |
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Multi-asset Support Tracks exposures across equities, fixed income, FX, and derivatives. |
The platform supports multi-asset risk tracking, common for capital and liquidity reporting. | |
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Intraday Peak Exposure Recording Records and reports on peak exposures during the day. |
No information available |
Collateral Management
(2 Yes /2 Known /10 Possible features)
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Collateral Valuation Engine Real-time calculation of collateral values and haircuts. |
No information available | |
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Eligibility Checks Enforces collateral eligibility and concentration limits. |
No information available | |
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Margin Call Automation Automated calculation and issuance of margin calls. |
No information available | |
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Optimization Algorithms Suggests optimal allocation of collateral across portfolios/counterparties. |
No information available | |
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Dispute Management Workflow Tracks and manages margin/collateral disputes. |
No information available | |
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Substitution Processing Facilitates collateral substitution and tracking. |
No information available | |
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Multi-asset Collateral Support Supports cash, securities, and non-cash collateral types. |
Product supports various collateral types for regulatory capital, including non-cash securities. | |
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Collateral Coverage Ratio Measures percentage of exposure covered by collateral. |
No information available | |
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Real-time Collateral Shortfall Alerts Instant notification of insufficient collateral. |
Real-time shortfall alerts are available as part of collateral and exposure management. | |
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End-of-day Margin Call Volume Number of margin calls processed per day. |
No information available |
Margin Management
(4 Yes /4 Known /10 Possible features)
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Intraday Margin Calculations Frequency of updating margin requirements within the trading day. |
No information available | |
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Scenario Margining Margin requirements can be run under stress or ‘what-if’ scenarios. |
No information available | |
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Portfolio Margining Margin calculation considers risk offsets at the portfolio level. |
No information available | |
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Real-time Breach Notification Detects and notifies about margin breaches as they occur. |
Product offers real-time breach notifications across exposures and margin. | |
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Minimum Margin Enforcement System enforces predefined minimum margin requirements. |
No information available | |
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Margin Requirement Analytics Visual analytics and reporting for margin set, called, and posted. |
Analytics and dashboards are referenced; margin analytics are standard in AxiomSL's risk solutions. | |
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Historical Margin Utilization Reporting Tracks margin utilization trends over time. |
No information available | |
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Automated Liquidation Triggers Auto-initiates asset liquidations if margin calls are not met. |
No information available | |
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Multi-currency Margin Support Handles margin calculations across multiple currencies. |
Multi-currency margin and risk calculations are provided for cross-jurisdiction compliance. | |
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Client Notification Workflow Automated communications for margin requirements. |
Automated margin notification is part of risk monitoring and alerting. |
Risk Analytics & Reporting
(8 Yes /8 Known /10 Possible features)
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Custom Report Builder Enables users to design customized credit risk and exposure reports. |
The reporting engine provides custom report building capability, as expected in regulatory platforms. | |
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Regulatory Reporting Templates Predefined templates for BASEL, EMIR, and other regulatory regimes. |
Regulatory reporting templates for Basel and others are a core selling point. | |
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Trend Analysis Tools Analyze trends in exposure, margin, and limit breaches. |
Risk and exposure trend analysis is available in reporting/dashboard modules. | |
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Real-time Dashboard Widgets Allows for live visualization of exposures and limit statuses. |
Dashboards for real-time monitoring are a core part of the system. | |
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Export to Multiple Formats Supports data export in XLS, PDF, CSV, XML, etc. |
System supports export to standard formats, as required for audit and regulatory purposes. | |
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Scheduled Report Automation Automatic generation and distribution of risk reports. |
Scheduled/automated reporting is standard for AxiomSL's risk platform. | |
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Access and Permissions Management Controls report access by user, group, or role. |
System supports granular user permission controls due to regulatory requirements. | |
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Drill-down/Drill-through Reporting Interactive exploration from summary to detail in reports. |
Drill-through reporting from summary to detail is available in the reporting interface. | |
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Exception and Outlier Detection Flags exposures or limit utilizations that deviate from historical norms. |
No information available | |
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Report Generation Speed Time taken to produce standard risk reports. |
No information available |
Integration & Interoperability
(5 Yes /5 Known /10 Possible features)
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API Availability Exposes RESTful and/or SOAP APIs for data exchange. |
AxiomSL offers both REST and SOAP APIs for data exchange. | |
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FIX Protocol Support System supports FIX messages for trading and credit checks. |
No information available | |
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Plug-ins for Major OMS/EMS Pre-built interfaces to most major Order/Execution Management Systems. |
No information available | |
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Batch Import/Export Handles large data imports/exports on a scheduled or ad-hoc basis. |
Platform supports scheduled/batch import and export for regulatory processes. | |
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Real-time Data Feed Integration Integrates with market data, reference data, and clearing services. |
Integrates with external and market data (feeds) for real-time credit exposure. | |
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Single Sign-On (SSO) Seamless authentication integration via SSO protocols. |
Single sign-on support is standard for large enterprise solutions. | |
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Custom Integration Toolkit Provides tools for building custom connectors or adapters. |
No information available | |
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Latency of Integration Minimum time delay for real-time data synchronization. |
. | No information available |
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Cloud-native Support Ready for use in public/private/hybrid cloud environments. |
Product runs in the cloud and on-premises; cloud-native and hybrid deployments are supported. | |
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Data Transformation Utilities Automated translation/mapping between external and internal data formats. |
No information available |
User Experience & Customization
(3 Yes /3 Known /10 Possible features)
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Role-based Dashboards Tailors presentation and data access by user role (risk, sales, operations, etc.). |
Supports role-based display and dashboards, as noted in product documentation. | |
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Self-service Configuration Users can customize workflows, alerts, and reports without IT intervention. |
Self-service configuration for reporting workflows and dashboards. | |
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Notification Preferences Users can define how and when to receive alerts (email, in-app, SMS). |
No information available | |
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Accessibility Features Supports accessibility standards for visually or physically impaired users. |
No information available | |
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Multi-language Interface System provides UI in multiple languages. |
Multi-language support is available for global regulatory deployment. | |
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Web and Mobile Access Available via both web browser and mobile applications. |
No information available | |
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Custom Theme/Branding Allows organizations to apply their own branding and style. |
No information available | |
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Average Screen Load Time Time to load standard user interface screens. |
No information available | |
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Help and Training Modules Built-in training and contextual help documentation. |
No information available | |
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User Feedback Mechanism In-app submission of suggestions, feature requests, or issues. |
No information available |
Security & Compliance
(9 Yes /9 Known /10 Possible features)
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Data Encryption Uses strong encryption for data at rest and in transit. |
AxiomSL employs encryption at rest and in transit for compliance with financial data privacy regulations. | |
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Access Control Robust, configurable permissions down to the field level. |
Provides robust and configurable access control for regulatory compliance. | |
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Audit Logging Full logs of user activities and system events. |
Audit logging is a regulatory and control requirement and is supported. | |
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GDPR/CCPA Compliance System facilitates compliance with privacy regulations. |
The product is sold as facilitating global regulatory compliance, including GDPR and CCPA. | |
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Secure API Authentication Supports OAUTH2, SAML, or similar protocols. |
APIs support secure authentication methods (OAUTH2, SAML), common for large institutions. | |
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Penetration Testing Status Whether the product undergoes regular penetration tests. |
Regular penetration testing is required by AxiomSL's financial institution clients. | |
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Segregation of Client Data Prevents access to one client’s data from another client’s users. |
Multi-tenant setup requires client data segregation, a regulatory necessity. | |
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Automated Compliance Checks System runs policy checks on all risk and limit actions. |
Compliance checks are performed automatically on calculations and actions. | |
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Configurable Data Retention Policies Ability to set data archival/scrubbing rules for regulatory retention. |
Supports configurable retention/archive policies, referenced in the regulatory documentation. | |
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Incident Response Time Expected time to respond to security/compliance alerts. |
No information available |
Monitoring & Alerting
(3 Yes /3 Known /10 Possible features)
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Real-time Breach Alerts Instant notifications of exceeded credit limits, margin shortfalls, or other key thresholds. |
Real-time alerts for breaches of limits and other thresholds are a direct part of the solution. | |
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Configurable Alerting Rules Users can define custom alerting logic and thresholds. |
No information available | |
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Alert Escalation Workflow Escalates unaddressed alerts to higher-level management. |
No information available | |
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Alert Delivery Methods Methods supported (email, SMS, push, system inbox). |
Alerts can be delivered via email and system notification as is standard in risk monitoring solutions. | |
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Historical Alert Log Full history of triggered alerts and user responses. |
No information available | |
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User Acknowledgement Tracking Requirement and tracking of user acknowledgement on critical events. |
No information available | |
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Average Alert Delivery Latency Time to deliver and acknowledge alerts. |
No information available | |
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Automated Remediation Initiates workflow actions (e.g., block trades) when breaches persist. |
No information available | |
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24/7 Monitoring Capability Around-the-clock surveillance of critical risk metrics. |
System is designed for continuous 24/7 monitoring, expected for credit risk platforms serving global brokers. | |
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Alert Prioritization Ranking and color-coding of alerts by criticality. |
No information available |
Administration & Maintenance
(1 Yes /1 Known /10 Possible features)
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Bulk User Administration Add, edit, or remove multiple users simultaneously. |
No information available | |
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Self-healing Infrastructure Automated system recovery and failover capability. |
No information available | |
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Scheduled Maintenance Tools Tools for system updates, backups, and maintenance windows. |
No information available | |
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Health Monitoring Dashboard Live view of system health and component status. |
No information available | |
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Change Management Logging Full audit of all configuration and maintenance changes. |
No information available | |
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Automated Uptime Reporting Automated calculation and alerting for system availability. |
No information available | |
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Average System Downtime Average downtime per month during maintenance or outage. |
No information available | |
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Automated Backup Scheduling Schedule and execute regular full/system backups. |
No information available | |
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Role-based Administration Controls Limits admin function access by role. |
No information available | |
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Cloud or On-prem Deployment Option Available for either on-premises or cloud environments. |
Product supports deployment in cloud and on-premises environments. |
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