Calypso Treasury Operating Model
About This Project
Calypso Treasury Operating Model for a domestic bank
Project Scope:
- Separation of all relevant booking risks – and mapping through internal bussines / booking structure in a new FO-System and thus allocation of a clear risk- and result responsibility
- Disconnected control of interest-change- and refinancing-risks for Treasury allow implementing the separation of risk- / result-elements in one booking structure
Project Results:
- All credits are located in one (FO-) system for reasons of better control
- Risk-management of credits in Calypso for Treasury
- Complete picture of all products for credits and loans including Life Cycle Events in Calypso
- Interfaces (data-supply) from judicial pre-systems within GBS can be fully used
Customer Value:
- Set-up of a central control-system as well as consistent data-management in control and risk supervision
- Credits are decomposed in interest- and liquidity-components and a separate management of interest-change- and refinancing-risks for treasury
- Increase in result- and risk-transparency due to a clear separation of risk- and result-components and clearly defined competencies and responsibilities for control-, risk- and result-responsibility
Category
Trading & Capital Markets