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White Paper - One Street, Two Prices

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This report looks at the challenges of new value adjustments in pricing.

What is the fair value mark-to-market for a derivative? Is it Libor discounted? Overnight Index Swap discounted? Or do you need to take into account other factors such as counterparty credit exposures or funding costs?

 

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Pioneering Innovative Technology to Reimagine Capital Markets

Calypso Technology, Inc. is a cloud-enabled provider of cross-asset front-to-back solutions and managed services for financial markets with over 35,000 users in 60+ countries. Its award-winning software improves reliability, adaptability, and scalability across several verticals, including capital markets, investment management, central banking, clearing, treasury, liquidity, and collateral.

Calypso is pioneering innovative technologies (native cloud technology, AI, Big data) that reimagine capital markets.

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