List of NASDAQ Calypso Collateral Customers
Nasdaq
151 West 42nd Street Floors 26, 27, 28,,
New York, 10006, NY,
United States
New York, 10006, NY,
United States
1 212-401-8700
Banking and Financial Services
9162
$4.6B
Since 2010, our global team of researchers has been studying NASDAQ Calypso Collateral customers around the world, aggregating massive amounts of data points that form the basis of our forecast assumptions and perhaps the rise and fall of certain vendors and their products on a quarterly basis.
Each quarter our research team identifies companies that have purchased NASDAQ Calypso Collateral for Risk Management from public (Press Releases, Customer References, Testimonials, Case Studies and Success Stories) and proprietary sources, including the customer size, industry, location, implementation status, partner involvement, LOB Key Stakeholders and related IT decision-makers contact details.
Companies using NASDAQ Calypso Collateral for Risk Management include: Johnson & Johnson, a United States based Life Sciences organisation with 138100 employees and revenues of $88.82 billion, Santander Bank, a Spain based Banking and Financial Services organisation with 211141 employees and revenues of $63.12 billion, Credit Suisse, part of UBS Group, a Switzerland based Banking and Financial Services organisation with 28840 employees and revenues of $23.47 billion, Charles Schwab, a United States based Banking and Financial Services organisation with 33000 employees and revenues of $20.73 billion, Pacific Life, a United States based Insurance organisation with 4000 employees and revenues of $16.01 billion and many others.
Contact us if you need a completed and verified list of companies using NASDAQ Calypso Collateral, including the breakdown by industry (21 Verticals), Geography (Region, Country, State, City), Company Size (Revenue, Employees, Asset) and related IT Decision Makers, Key Stakeholders, business and technology executives responsible for the software purchases.
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| Logo | Customer | Industry | Empl. | Revenue | Country | Vendor | Application | Category | When | SI | Insight |
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AIMCo | Manufacturing | 110 | $10M | United States | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2010 | n/a |
In 2010 AIMCo implemented NASDAQ Calypso Collateral as its Risk Management platform for collateral operations. The deployment centered on a collateral management module that was developed, implemented and managed to support the Collateral Team’s operational responsibilities.
The implementation configured functionality to calculate net counterparty exposure and to initiate margin calls with counterparties, aligning system workflows with daily exposure calculation and margining processes. The Calypso collateral module was used to book and reconcile collateral trades into the Collateral Management System and to operationalize re-hypothecation and collateral optimization strategies described by the Collateral Team.
Operational coverage focused on the Collateral Team’s end to end workflow, from exposure calculation and margin call issuance through trade booking and reconciliation, and extended to monthly performance reporting. The team used NASDAQ Calypso Collateral to calculate and report monthly Key Performance Indicators that feed operational governance and oversight.
Governance emphasized ongoing module management and process discipline, with the Collateral Team accountable for maintaining calculation logic, reconciliation procedures and KPI reporting cadence. Configuration and workflow orchestration were aligned with collateral operations, ensuring the NASDAQ Calypso Collateral implementation supported counterparty risk controls and collateral cost management activities.
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BBVA USA | Banking and Financial Services | 10560 | $3.7B | United States | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2011 | n/a |
In 2011 BBVA USA implemented NASDAQ Calypso Collateral within its Corporate and Investment Banking organization to centralize collateral workflows and margin management. The deployment addressed Risk Management requirements for collateral calculation, margin call automation and settlement orchestration across trading and treasury operations.
The NASDAQ Calypso Collateral implementation configured core collateral management modules including collateral valuation and eligibility rules, margin and exposure calculation, automated margin call generation and settlement instruction orchestration. Confirmations automation and accounting definition enhancements were also implemented to align downstream accounting and reconciliation processes with collateral events.
Integration work connected NASDAQ Calypso Collateral into an existing trade and risk ecosystem, specifically through a Summit to Calypso collateral interface and a Summit to Calypso migration program. Upstream and adjacent interfaces included a Murex to Summit valuations feed, Summit to PayPlus real time wire payments interface, Summit to OFAC screening STP interface, a regulatory engine to Summit USI interface and a Summit to online banking platform Settlement Instructions interface, supporting straight through processing and real time payment rails where required.
Governance and operational change was driven by a team leader and business analyst focused on process improvements, automation of derivative confirmation documents, DVP process improvements for FX customer flows and ongoing Summit production maintenance and upgrade activities. The program emphasized workflow redefinition between trading, operations, payments and accounting teams to operationalize NASDAQ Calypso Collateral across corporate and investment banking functions.
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BlueCrest Capital, St, Peter Port, Guernsey | Banking and Financial Services | 600 | $130M | United Kingdom | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2015 | n/a |
In 2015, BlueCrest Capital implemented NASDAQ Calypso Collateral. NASDAQ Calypso Collateral is deployed as a Calypso v15 instance supporting cross-asset products, Trade Lifecycle, collateral management, clearing, PnL, and Regulatory Reporting, and is classified in the Risk Management category.
The deployment is operated in a full DevOps model managed from London, with the engineering team running two week sprints for production delivery, performance tuning of the full Calypso application stack, and support for batch processes. The team led the upgrade from Calypso 13 to 15 and developed a position aggregation service, restructuring Calypso 13 and 15 to enable continuous development cycles using Maven and near instant deployments.
Architectural work includes a proof of concept for containerisation of the Calypso stack and the introduction of Elastic stack monitoring for enhanced operational telemetry. Integrations explicitly implemented include FIX connections with external brokers to support trade flow and clearing workflows, and the instance supports both front office and back office business functions along with regulatory reporting pipelines.
Governance is centered on an internal technical Calypso forum shared with other buy-side firms, centralized prioritization of front and back office requirements, and an engineering-led DevOps support structure that covers all lines of support, custom reports, tasks, and workflow configuration. BlueCrest Capital’s NASDAQ Calypso Collateral deployment emphasizes standard release cadence, collaboration with infrastructure teams for performance optimization, and continuous development and monitoring for all Calypso users.
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BMO Capital Markets | Banking and Financial Services | 2800 | $364M | Canada | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2015 | n/a |
In 2015 BMO Capital Markets implemented NASDAQ Calypso Collateral to support an Uncleared Margin Rules compliance program, placing the deployment squarely within its Risk Management tooling. The implementation was driven by the need to operationalize initial margin calculations and collateral workflows required by non centrally cleared derivatives regulations, ensuring collateral availability and standardized margining across in scope jurisdictions.
Deployment centered on the Calypso Collateral Management Module CCMM, where configuration work included Initial Margin functionality, IM Model and Data Strategy alignment, and collateral lifecycle processing. Business analysts produced detailed functional specifications and technical requirements to map regulatory rules into CCMM configuration, and developed user interface mock ups and report templates to support margin calculations and collateral optimization workflows.
Operational integration work addressed custodian onboarding and downstream reporting interfaces, and included reconciliation and data quality checks comparing source system data to CCMM generated reports. The project engaged stakeholders across global locations, aligning collateral operations, margin desk workflows, and risk and operations teams to the new NASDAQ Calypso Collateral flows, while maintaining centralized control of IM models and data lineage for reporting.
Governance and rollout were structured around formal requirements, system integration testing and user acceptance testing, with business analysts responsible for creating SIT test cases, supporting SIT and UAT, and delivering training sessions, demonstrations and documentation. The Business Analyst role between April 2018 and October 2018 contributed to requirements gathering, process design, technical specification authoring, and test coordination to ensure the NASDAQ Calypso Collateral implementation met regulatory process requirements.
The stated objective of the deployment was regulatory compliance with Uncleared Margin Rules, using NASDAQ Calypso Collateral as the Risk Management platform to standardize initial margin computation, collateral management processes and downstream regulatory reporting.
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Central Bank of Indonesia | Banking and Financial Services | 5318 | $6.2B | Indonesia | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2019 | n/a |
In 2019, Central Bank of Indonesia implemented NASDAQ Calypso Collateral within its Risk Management stack to strengthen treasury and reserves workflows for market operations. The deployment was oriented toward supporting collateral valuation and risk reporting for the bank's foreign exchange reserves and investment forum activities, with configuration focused on market data ingestion and curve analytics.
The implementation concentrated on collateral lifecycle capabilities, including valuation and margin calculation, settlement workflows and automated market data validation. Functional workstreams documented include organizing credit event summaries, composing issuer and counterparty rating compositions for investment forum use, and evaluating suitability of market curves with specific attention to index curve anomalies.
Integrations explicitly executed during the program included reconciliation and verification of FX rates market data and swap point market data between Bloomberg and the Calypso system, and alignment of the application curve inputs with observed market curves. Operational coverage targeted treasury and markets teams responsible for Indonesia's foreign exchange reserves and the investment forum participants who consumed issuer and counterparty risk outputs.
Governance and control efforts produced summary reports to support credit oversight, including a Deutsche Bank credit profile aligned to a sweeping restructuring plan, and implemented validation checks for market data and curve anomalies to feed risk governance. The initiative notes that work on NASDAQ Calypso Collateral successfully contributed to the implementation of the treasury system for managing Indonesia's foreign exchange reserves.
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Banking and Financial Services | 33000 | $20.7B | United States | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2015 | n/a |
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Banking and Financial Services | 3760 | $6.1B | United States | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2013 | n/a |
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Banking and Financial Services | 5000 | $2.0B | United States | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2007 | n/a |
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Banking and Financial Services | 28840 | $23.5B | Switzerland | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2014 | n/a |
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Banking and Financial Services | 812 | $558M | United Kingdom | NASDAQ | NASDAQ Calypso Collateral | Risk Management | 2017 | n/a |
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Buyer Intent: Companies Evaluating NASDAQ Calypso Collateral
ARTW Buyer Intent uncovers actionable customer signals, identifying software buyers actively evaluating NASDAQ Calypso Collateral. Gain ongoing access to real-time prospects and uncover hidden opportunities. Companies Actively Evaluating NASDAQ Calypso Collateral for Risk Management include:
- Vermeg United Kingdom, a United Kingdom based Professional Services organization with 50 Employees
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| Logo | Company | Industry | Employees | Revenue | Country | Evaluated | ||
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FAQ - APPS RUN THE WORLD NASDAQ Calypso Collateral Coverage
NASDAQ Calypso Collateral is a Risk Management solution from NASDAQ.
Companies worldwide use NASDAQ Calypso Collateral, from small firms to large enterprises across 21+ industries.
Organizations such as Johnson & Johnson, Santander Bank, Credit Suisse, part of UBS Group, Charles Schwab and Pacific Life are recorded users of
NASDAQ Calypso Collateral for Risk Management.
Companies using NASDAQ Calypso Collateral are most concentrated in Life Sciences, Banking and Financial Services and Insurance, with adoption spanning over 21 industries.
Companies using NASDAQ Calypso Collateral are most concentrated in United States, Spain and Switzerland, with adoption tracked across 195 countries worldwide. This global distribution highlights the popularity of NASDAQ Calypso Collateral across Americas, EMEA, and APAC.
Companies using NASDAQ Calypso Collateral range from small businesses with 0-100 employees - 0%, to mid-sized firms with 101-1,000 employees - 40%, large organizations with 1,001-10,000 employees - 36%, and global enterprises with 10,000+ employees - 24%.
Customers of NASDAQ Calypso Collateral include firms across all revenue levels — from $0-100M, to $101M-$1B, $1B-$10B, and $10B+ global corporations.
Contact APPS RUN THE WORLD to access the full verified NASDAQ Calypso Collateral customer database with detailed Firmographics such as industry, geography, revenue, and employee breakdowns as well as key decision makers in charge of Risk Management.