Cross-asset front-to-back real-time solutions for capital markets, investment management, clearing, collateral, funding, securities finance, treasury and liquidity management.

Company Insights

Seven signs you’ve outgrown your treasury management system – revisited

13th May 2019

We first published this piece in 2015 as a kind of checklist for those bank treasuries trying to achieve everything demanded of them but struggling to do so efficiently. The ‘seven signs’ were indicators of where fragmented, legacy treasury management systems may be letting them down as they tried to meet new demands. If anything,...
The demise of Libor: what next?

14th February 2019

Quoted daily for each of the main currencies across multiple tenors (1m, 3m, 6m, 12m), Libor represents the rate for which one bank would lend money to another for a set term. It is calculated as the arithmetic average of the submitted rates for each tenor and currency from a panel of banks, with the top and bottom quartile submissions discarded...
Meeting the initial margin challenge – part 3

4th February 2019

This third article in the IM series, generated from a recent Calypso Webinar on BCBS-Iosco regulatory initial margin (IM) requirements, recommends learning from those firms who have been through the IM compliance process already, drawing upon their experience through industry organisations such as ISDA and solution providers like Calypso, to...
Meeting the initial margin challenge – part 2

8th January 2019

This is the second in our series of articles generated from a recent Calypso webinar on BCBS-IOSCO regulatory initial margin (IM) requirements. Given that one of the first decisions to be made is how to calculate IM and exchange it with counterparties, we look at how you can benefit by using a standard methodology in the shape of Isda’s...
Meeting the initial margin challenge - part 1

4th December 2018

With the dust still settling on the latest crop of firms to comply with BCBS-IOSCO regulatory initial margin (IM) requirements, the spotlight turns on the much larger number of firms expected to fall in-scope in the remaining two phases: between 30 and 50 firms in Phase 4 (2019) and 750 to 1000 firms in Phase 5 (2020). Aware...