The growing need to integrate the collateral function with the treasury and capital market trading solution is driven by new pricing, hedging, and counterparty risk best-practices, and by larger regulatory frameworks including UMR, SA-CCR, and SFTR.
We help financial institutions reduce counterparty credit risk while strengthening processing and data consistency. With Nasdaq, you can meet today’s many challenges across margin calculations for cleared and uncleared trades, collateral management, and securities financing.
Our solution delivers a robust straight-through processing (STP) workflow that simplifies users’ needs in real time, provides comprehensive cross-asset coverage, and supports multi-agreements. Its rich connectivity enables seamless integration with utility services and tri-party agents.
Nasdaq Calypso's margin capabilities enable clients to transform a compliance exercise into an optimization process, via simulation and active monitoring, for ETD, OTC cleared and uncleared trades.
Margin calculation across ETD, OTC cleared, and OTC uncleared trades with support for end users, FCMs, and CCPs.
Headroom and initial margin trading limits, portfolio cross-margining, grid computing for rapid calculations, as well as all-in cost calculation.
Standalone or integrated deployment with Nasdaq Calypso’s front-to-back solution delivered on a single technology stack.
Fast track regulatory compliance, including Certified ISDA SIMM compliance, with holistic solutions that leverage standardized integrations.
Reduce exposure before managing collateral by running What-if across OTC cleared and OTC uncleared margin. For OTC uncleared, optimize at the CSA Level by comparing across currencies and optimize the exposure by simulating trades across accounts as well as SIMM vs Grid.
User friendly dashboards, AANA Calculation, group threshold monitoring, back testing, and external data integrations offer a complete margin solution, going beyond just an IM calculation.
Margin calculation across ETD, OTC cleared, and OTC uncleared trades with support for end users, FCMs, and CCPs.
Headroom and initial margin trading limits, portfolio cross-margining, grid computing for rapid calculations, as well as all-in cost calculation.
Standalone or integrated deployment with Nasdaq Calypso’s front-to-back solution delivered on a single technology stack.
Fast track regulatory compliance, including Certified ISDA SIMM compliance, with holistic solutions that leverage standardized integrations.
Reduce exposure before managing collateral by running What-if across OTC cleared and OTC uncleared margin. For OTC uncleared, optimize at the CSA Level by comparing across currencies and optimize the exposure by simulating trades across accounts as well as SIMM vs Grid.
User friendly dashboards, AANA Calculation, group threshold monitoring, back testing, and external data integrations offer a complete margin solution, going beyond just an IM calculation.
Nasdaq Calypso provides comprehensive functionality for financial institutions to efficiently manage counterparty credit risk and optimize collateral management.
Reduce counterparty credit risk, especially in terms of risk mitigation for OTC or ETD, cleared or uncleared, derivatives trading. Ensure full collateralization for securities financing transactions in real time.
Centralized inventory provides increased visibility into collateral positions, exposure netting across multiple business lines, optimal allocation and minimal deployment of cash collateral.
Supports any agreement type, is fully multi-entity and able to manage any complexity of legal entity structures.
Provides a single solution to manage all exposures that need to be collateralized.
Achieve faster processing time and eliminate manual interventions in processing margin calls.
Achieve end-to-end STP Nasdaq Calypso’s connectivity to Acadia MarginManager and triparty agents.
Reduce counterparty credit risk, especially in terms of risk mitigation for OTC or ETD, cleared or uncleared, derivatives trading. Ensure full collateralization for securities financing transactions in real time.
Centralized inventory provides increased visibility into collateral positions, exposure netting across multiple business lines, optimal allocation and minimal deployment of cash collateral.
Supports any agreement type, is fully multi-entity and able to manage any complexity of legal entity structures.
Provides a single solution to manage all exposures that need to be collateralized.
Achieve faster processing time and eliminate manual interventions in processing margin calls.
Achieve end-to-end STP Nasdaq Calypso’s connectivity to Acadia MarginManager and triparty agents.
Integrated securities finance features help clients manage their repo and securities lending activities, enabling them to meet their trading, financing and collateral needs, and optimize the value of their portfolio.
A complete front-to-back solution with support for all trade, maturity types, and lifecycle events across both repo and securities lending as well as full support for stock and cash corporate actions.
Leverages Nasdaq Calypso’s, comprehensive real-time inventory to display all positions and balances of repo, securities lending and collateral across bonds and equities.
Rich functionality including P&L reporting, risk analytics, tools for regulatory compliance as well as the ability to trade, drill down, or report on all of the required transactions.
Collateral trading desks take advantage of our securities finance front-to-back office to access repo and securities lending markets in order to release contingent liquidity and reduce overall funding costs for the enterprise.
Meet ESMA reporting obligations using Nasdaq Calypso’s full SFTR reporting solution.
Achieve a consolidated view of cash and securities inventory, enhancing the ability to manage and reduce risk and improve ROI.
A complete front-to-back solution with support for all trade, maturity types, and lifecycle events across both repo and securities lending as well as full support for stock and cash corporate actions.
Leverages Nasdaq Calypso’s, comprehensive real-time inventory to display all positions and balances of repo, securities lending and collateral across bonds and equities.
Rich functionality including P&L reporting, risk analytics, tools for regulatory compliance as well as the ability to trade, drill down, or report on all of the required transactions.
Collateral trading desks take advantage of our securities finance front-to-back office to access repo and securities lending markets in order to release contingent liquidity and reduce overall funding costs for the enterprise.
Meet ESMA reporting obligations using Nasdaq Calypso’s full SFTR reporting solution.
Achieve a consolidated view of cash and securities inventory, enhancing the ability to manage and reduce risk and improve ROI.
This capability enhances our core clearing solution’s reconciliation functionality. You can make quick decisions on the various functions you perform – intraday and end-of-day.
In the context of clearing or bilateral agreements, capital markets users must reconcile trades and positions. An intraday reconciliation caability is a must-have to quickly and cleanly resolve discrepancies and thereby reduce disputes and avoid late fees and losses.
The solution’s specialized functionalities covering repos, securities lending transactions, and SFTR reporting include user-defined reports, analytics, and stress-testing. We enable users to easily manage the trade lifecycle, end-to-end.
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Read why the Mauritius Commercial Bank chose Nasdaq Calypso to drive strategic growth, scale operations with a comprehensive front-to-back capital markets solution and accelerate its cloud journey.
Read why the Mauritius Commercial Bank chose Nasdaq Calypso to drive strategic growth, scale operations with a comprehensive front-to-back capital markets solution and accelerate its cloud journey.
Please check your inbox to read the Mauritius Commercial Bank Case Study.
As regulatory reforms and market structure changes transform collateral management needs globally, Nasdaq’s Clearing and Collateral solutions provide a strategic platform for CCPs to enhance services, realize collateral efficiencies, and capture business opportunities in the new collateral management paradigm.
As regulatory reforms and market structure changes transform collateral management needs globally, Nasdaq’s Clearing and Collateral solutions provide a strategic platform for CCPs to enhance services, realize collateral efficiencies, and capture business opportunities in the new collateral management paradigm.
Please check your inbox for your copy of the CCP Clearing and Collateral Solutions factsheet.
Read about how a large German bank leveraged the Nasdaq Calypso front-to-back platform to streamline operations, reduce costs, comply with regulations, and innovate in new market segments.
Read about how a large German bank leveraged the Nasdaq Calypso front-to-back platform to streamline operations, reduce costs, comply with regulations, and innovate in new market segments.
Please check your inbox for your copy of the LBBW From Simplification to Innovation case study.
The clearing landscape is evolving quickly. Read a summary of Nasdaq's new white paper diving into the trends and then download the full paper to understand the impacts to central counterparty clearing houses (CCPs) and their member firms.
